+1,402.3%
LITE vs INDA
+99.5%
+1,302.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +3.9% | +4.4% |
| 7D | -35.9% | +6.6% | -42.6% | -39.2% |
| 30D | -51.5% | +10.4% | -61.9% | -55.3% |
| 3M | -35.7% | +1.5% | -37.3% | -36.9% |
| 6M | -43.0% | +1.7% | -44.7% | -44.2% |
| YTD | +46.1% | -5.8% | +52.0% | +51.5% |
| 1Y | +124.7% | -5.1% | +129.8% | +132.4% |
| 3Y | +1,172.1% | +16.0% | +1,156.1% | +1,060.2% |
| 5Y | +477.0% | +9.3% | +467.7% | +447.6% |
| All | +1,402.3% | +99.5% | +1,302.8% | +831.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling