+1,017.3%
LITE vs IR
+332.9%
+684.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.3% |
| 7D | +10.8% | +2.5% | +8.3% | +9.5% |
| 30D | -33.4% | +9.2% | -42.6% | -36.2% |
| 3M | -32.2% | +0.9% | -33.2% | -32.6% |
| 6M | -42.1% | +19.2% | -61.3% | -47.6% |
| YTD | +61.9% | +7.5% | +54.4% | +52.7% |
| 1Y | +163.0% | +11.7% | +151.3% | +143.2% |
| 3Y | +1,358.0% | +23.9% | +1,334.1% | +1,222.0% |
| 5Y | +549.9% | +46.4% | +503.6% | +440.7% |
| All | +1,017.3% | +332.9% | +684.4% | +584.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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