+5,083.9%
LITE vs IJR
+189.0%
+4,894.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.6% |
| 7D | -1.5% | -0.2% | -1.4% | -1.3% |
| 30D | +6.7% | -2.4% | +9.1% | +9.8% |
| 3M | -6.8% | +3.9% | -10.7% | -9.8% |
| 6M | +29.4% | +12.4% | +17.1% | +16.4% |
| YTD | +139.1% | +21.5% | +117.6% | +97.4% |
| 1Y | +521.0% | +24.0% | +497.0% | +408.1% |
| 3Y | +1,535.3% | +49.7% | +1,485.6% | +1,061.1% |
| 5Y | +889.8% | +39.7% | +850.2% | +648.4% |
| 10Y | +2,400.7% | +169.0% | +2,231.7% | +1,015.3% |
| All | +5,083.9% | +189.0% | +4,894.8% | +1,969.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IJR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling