+1,618.0%
LITE vs INDA
+103.7%
+1,514.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.7% | +9.9% |
| 7D | -12.9% | +6.1% | -19.0% | -16.7% |
| 30D | -46.0% | +11.7% | -57.7% | -50.6% |
| 3M | -33.0% | +2.1% | -35.1% | -34.4% |
| 6M | -34.0% | +3.2% | -37.2% | -36.1% |
| YTD | +61.7% | -4.9% | +66.6% | +66.6% |
| 1Y | +148.3% | -4.4% | +152.6% | +155.4% |
| 3Y | +1,408.5% | +17.6% | +1,390.9% | +1,262.7% |
| 5Y | +546.2% | +9.9% | +536.3% | +511.2% |
| All | +1,618.0% | +103.7% | +1,514.3% | +975.8% |
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