+125.3%
LITE vs INDA
-4.2%
+129.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | -13.9% | +6.2% | -20.1% | -16.1% |
| 30D | -46.9% | +12.4% | -59.3% | -50.3% |
| 3M | -28.0% | +3.2% | -31.2% | -28.3% |
| 6M | -35.2% | +3.8% | -39.0% | -35.6% |
| YTD | +58.9% | -4.3% | +63.2% | +81.0% |
| 1Y | +125.3% | -4.5% | +129.8% | +154.5% |
| All | +125.3% | -4.2% | +129.5% | +154.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling