+744.9%
LITE vs IOT
+61.4%
+683.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +3.3% |
| 7D | -1.5% | -2.3% | +0.8% | -1.1% |
| 30D | +6.7% | +3.8% | +2.9% | +5.6% |
| 3M | -6.8% | +14.2% | -20.9% | -10.8% |
| 6M | +29.4% | +40.1% | -10.7% | +14.4% |
| YTD | +139.1% | +13.4% | +125.7% | +121.3% |
| 1Y | +521.0% | +12.2% | +508.8% | +475.7% |
| 3Y | +1,535.3% | +30.0% | +1,505.3% | +1,333.4% |
| All | +744.9% | +61.4% | +683.5% | +540.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling