+580.4%
LITE vs INDA
+9.0%
+571.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +22.6% | +3.1% | +19.5% | +19.0% |
| 30D | -36.8% | +9.1% | -45.9% | -42.6% |
| 3M | -33.0% | +3.2% | -36.2% | -35.6% |
| 6M | -37.1% | +8.5% | -45.5% | -42.6% |
| YTD | +69.5% | -4.6% | +74.1% | +77.3% |
| 1Y | +146.1% | -5.5% | +151.6% | +161.3% |
| 3Y | +1,440.8% | +16.7% | +1,424.1% | +1,236.4% |
| 5Y | +580.4% | +9.0% | +571.5% | +526.1% |
| All | +580.4% | +9.0% | +571.4% | +526.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling