+5,083.9%
LITE vs IP
+30.9%
+5,053.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.3% |
| 3M | -6.8% | +11.2% | -17.9% | -12.6% |
| 6M | +29.4% | -10.2% | +39.7% | +31.4% |
| YTD | +139.1% | -2.0% | +141.1% | +130.8% |
| 1Y | +521.0% | -19.1% | +540.1% | +548.7% |
| 3Y | +1,535.3% | +20.9% | +1,514.4% | +1,292.2% |
| 5Y | +889.8% | -17.8% | +907.7% | +888.5% |
| 10Y | +2,400.7% | +23.5% | +2,377.2% | +1,811.8% |
| All | +5,083.9% | +30.9% | +5,053.0% | +3,399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling