+416.4%
LITE vs IOT
+64.6%
+351.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +5.9% | +5.7% |
| 7D | -35.9% | -2.6% | -33.3% | -35.6% |
| 30D | -51.5% | +1.2% | -52.7% | -51.7% |
| 3M | -35.7% | +7.2% | -43.0% | -37.2% |
| 6M | -43.0% | +41.7% | -84.7% | -48.8% |
| YTD | +46.1% | +15.6% | +30.5% | +33.9% |
| 1Y | +124.7% | +7.6% | +117.2% | +110.3% |
| 3Y | +1,172.1% | +69.8% | +1,102.3% | +953.0% |
| All | +416.4% | +64.6% | +351.8% | +287.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling