+2,331.0%
LITE vs IP
+23.2%
+2,307.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.1% |
| 7D | -1.5% | -5.3% | +3.7% | +0.6% |
| 30D | +6.7% | -10.9% | +17.5% | +11.5% |
| 3M | -6.8% | +11.2% | -17.9% | -12.8% |
| 6M | +29.4% | -10.2% | +39.7% | +31.5% |
| YTD | +139.1% | -2.0% | +141.1% | +130.5% |
| 1Y | +521.0% | -19.1% | +540.1% | +549.9% |
| 3Y | +1,535.3% | +20.9% | +1,514.4% | +1,276.9% |
| 5Y | +889.8% | -17.8% | +907.7% | +889.1% |
| All | +2,331.0% | +23.2% | +2,307.9% | +1,677.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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