+266.1%
LITE vs IRE
-98.1%
+364.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -14.4% | +9.9% | -1.8% |
| 7D | +10.8% | -31.8% | +42.6% | +18.3% |
| 30D | -33.4% | -71.8% | +38.3% | -19.5% |
| 3M | -32.2% | -88.9% | +56.7% | -6.8% |
| 6M | -42.1% | -95.4% | +53.3% | -17.3% |
| YTD | +61.9% | -94.2% | +156.1% | +85.3% |
| 1Y | +163.0% | -97.1% | +260.1% | +245.4% |
| All | +266.1% | -98.1% | +364.3% | +410.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling