+3,586.8%
LITE vs IP
+25.3%
+3,561.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.5% | -9.4% | -8.4% |
| 7D | -31.4% | +3.4% | -34.8% | -32.5% |
| 30D | -42.6% | +11.2% | -53.8% | -45.1% |
| 3M | -26.2% | -14.8% | -11.4% | -22.2% |
| 6M | -35.8% | +17.3% | -53.1% | -42.0% |
| YTD | +70.0% | -6.2% | +76.2% | +65.7% |
| 1Y | +232.7% | +2.3% | +230.4% | +211.1% |
| 3Y | +1,365.7% | +17.7% | +1,348.1% | +1,149.6% |
| 5Y | +609.5% | -8.4% | +617.9% | +567.5% |
| 10Y | +1,721.9% | +32.1% | +1,689.9% | +1,267.7% |
| All | +3,586.8% | +25.3% | +3,561.5% | +2,412.1% |
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 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