+1,113.6%
LITE vs IR
+332.9%
+780.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.9% | +11.6% | +11.1% |
| 7D | +3.4% | +1.1% | +2.3% | +3.3% |
| 30D | -34.9% | +7.6% | -42.5% | -37.1% |
| 3M | -21.0% | +0.1% | -21.1% | -21.1% |
| 6M | -38.5% | +14.0% | -52.4% | -43.0% |
| YTD | +75.8% | +7.5% | +68.3% | +65.8% |
| 1Y | +156.7% | +10.1% | +146.6% | +139.4% |
| 3Y | +1,498.6% | +24.9% | +1,473.7% | +1,344.6% |
| 5Y | +610.9% | +46.9% | +564.0% | +490.6% |
| All | +1,113.6% | +332.9% | +780.7% | +643.7% |
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