+471.6%
LITE vs IOT
+69.6%
+402.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +10.1% |
| 7D | -12.9% | +0.8% | -13.7% | -12.9% |
| 30D | -46.0% | +1.6% | -47.6% | -46.2% |
| 3M | -33.0% | +3.3% | -36.3% | -34.0% |
| 6M | -34.0% | +42.0% | -76.0% | -40.6% |
| YTD | +61.7% | +19.1% | +42.6% | +47.5% |
| 1Y | +148.3% | +8.8% | +139.5% | +132.3% |
| 3Y | +1,408.5% | +79.2% | +1,329.3% | +1,135.4% |
| All | +471.6% | +69.6% | +402.0% | +326.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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