+854.5%
LITE vs IR
+316.5%
+538.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.8% | -15.9% | -17.3% |
| 7D | -44.6% | +2.3% | -46.9% | -45.3% |
| 30D | -55.0% | +3.3% | -58.4% | -55.7% |
| 3M | -38.3% | -9.0% | -29.3% | -35.5% |
| 6M | -48.8% | +8.0% | -56.8% | -51.4% |
| YTD | +38.3% | +3.4% | +34.9% | +32.8% |
| 1Y | +119.0% | +4.5% | +114.5% | +109.4% |
| 3Y | +1,092.0% | +25.6% | +1,066.4% | +975.3% |
| 5Y | +446.1% | +43.8% | +402.3% | +358.9% |
| All | +854.5% | +316.5% | +538.0% | +495.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling