+1,073.7%
LITE vs IR
+328.3%
+745.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.4% | -7.6% |
| 7D | -31.4% | +11.6% | -43.0% | -35.5% |
| 30D | -42.6% | +7.2% | -49.8% | -44.7% |
| 3M | -26.2% | -5.9% | -20.3% | -24.4% |
| 6M | -35.8% | +11.5% | -47.3% | -40.3% |
| YTD | +70.0% | +6.3% | +63.7% | +60.6% |
| 1Y | +232.7% | +9.1% | +223.6% | +210.9% |
| 3Y | +1,365.7% | +29.2% | +1,336.6% | +1,199.9% |
| 5Y | +609.5% | +48.2% | +561.3% | +485.8% |
| All | +1,073.7% | +328.3% | +745.4% | +620.1% |
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