+446.1%
LITE vs IP
-12.5%
+458.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.0% | -14.7% | -17.5% |
| 7D | -44.6% | -5.0% | -39.6% | -43.7% |
| 30D | -55.0% | +6.5% | -61.6% | -55.9% |
| 3M | -38.3% | -18.0% | -20.3% | -34.7% |
| 6M | -48.8% | +10.3% | -59.1% | -51.9% |
| YTD | +38.3% | -9.9% | +48.2% | +38.1% |
| 1Y | +119.0% | -1.1% | +120.0% | +109.5% |
| 3Y | +1,092.0% | +13.0% | +1,079.0% | +972.2% |
| 5Y | +446.1% | -12.3% | +458.3% | +433.9% |
| All | +446.1% | -12.5% | +458.5% | +433.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling