+1,172.1%
LITE vs IR
+27.4%
+1,144.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +4.7% |
| 7D | -35.9% | +3.7% | -39.6% | -37.6% |
| 30D | -51.5% | +7.4% | -59.0% | -53.9% |
| 3M | -35.7% | -5.9% | -29.8% | -33.0% |
| 6M | -43.0% | +5.6% | -48.5% | -46.2% |
| YTD | +46.1% | +4.8% | +41.3% | +34.0% |
| 1Y | +124.7% | +6.9% | +117.8% | +102.6% |
| 3Y | +1,172.1% | +27.6% | +1,144.5% | +918.3% |
| All | +1,172.1% | +27.4% | +1,144.7% | +918.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling