+609.5%
LITE vs IP
-10.3%
+619.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.5% | -9.4% | -8.3% |
| 7D | -31.4% | +3.4% | -34.8% | -32.2% |
| 30D | -42.6% | +11.2% | -53.8% | -44.5% |
| 3M | -26.2% | -14.8% | -11.4% | -23.0% |
| 6M | -35.8% | +17.3% | -53.1% | -41.1% |
| YTD | +70.0% | -6.2% | +76.2% | +67.3% |
| 1Y | +232.7% | +2.3% | +230.4% | +214.5% |
| 3Y | +1,365.7% | +17.7% | +1,348.1% | +1,199.0% |
| 5Y | +609.5% | -8.4% | +617.9% | +585.1% |
| All | +609.5% | -10.3% | +619.8% | +585.1% |
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