+1,550.3%
LITE vs IR
+288.5%
+1,261.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.4% |
| 7D | -1.5% | -2.8% | +1.3% | -0.1% |
| 30D | +6.7% | -15.1% | +21.8% | +15.7% |
| 3M | -6.8% | +6.1% | -12.8% | -10.5% |
| 6M | +29.4% | -16.8% | +46.3% | +40.7% |
| YTD | +139.1% | -3.5% | +142.6% | +138.1% |
| 1Y | +521.0% | -3.5% | +524.5% | +520.0% |
| 3Y | +1,535.3% | +9.5% | +1,525.8% | +1,474.7% |
| 5Y | +889.8% | +45.1% | +844.8% | +736.5% |
| All | +1,550.3% | +288.5% | +1,261.8% | +967.8% |
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 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