+446.1%
LITE vs IR
+42.7%
+403.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.8% | -15.9% | -16.8% |
| 7D | -44.6% | +2.3% | -46.9% | -45.5% |
| 30D | -55.0% | +3.3% | -58.4% | -56.0% |
| 3M | -38.3% | -9.0% | -29.3% | -34.4% |
| 6M | -48.8% | +8.0% | -56.8% | -52.6% |
| YTD | +38.3% | +3.4% | +34.9% | +29.4% |
| 1Y | +119.0% | +4.5% | +114.5% | +103.5% |
| 3Y | +1,092.0% | +25.6% | +1,066.4% | +899.4% |
| 5Y | +446.1% | +43.8% | +402.3% | +300.8% |
| All | +446.1% | +42.7% | +403.4% | +300.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling