+5,083.9%
LITE vs INDA
+80.8%
+5,003.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | +0.7% | -2.2% | -2.0% |
| 30D | +6.7% | -0.8% | +7.5% | +7.3% |
| 3M | -6.8% | +3.9% | -10.7% | -9.1% |
| 6M | +29.4% | -0.7% | +30.2% | +30.0% |
| YTD | +139.1% | -7.7% | +146.7% | +152.2% |
| 1Y | +521.0% | -5.1% | +526.1% | +544.4% |
| 3Y | +1,535.3% | +13.6% | +1,521.7% | +1,438.9% |
| 5Y | +889.8% | +7.8% | +882.0% | +861.4% |
| 10Y | +2,400.7% | +84.6% | +2,316.1% | +1,683.4% |
| All | +5,083.9% | +80.8% | +5,003.1% | +2,913.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling