+555.0%
LITE vs IOT
-4.9%
+559.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.2% | +11.0% |
| 7D | +12.6% | +2.8% | +9.8% | +13.2% |
| 30D | +9.9% | -1.8% | +11.7% | +9.9% |
| 3M | +9.3% | +17.9% | -8.6% | +13.2% |
| 6M | +75.2% | +13.5% | +61.7% | +84.1% |
| YTD | +165.5% | +13.3% | +152.2% | +202.6% |
| 1Y | +555.0% | -3.3% | +558.3% | +718.6% |
| All | +555.0% | -4.9% | +559.9% | +718.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling