+440.8%
LITE vs IRE
-84.4%
+525.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +14.0% | -10.0% | +1.9% |
| 7D | -1.5% | +54.8% | -56.3% | -8.3% |
| 30D | +6.7% | +18.4% | -11.7% | +2.7% |
| 3M | -6.8% | -66.7% | +60.0% | -0.6% |
| 6M | +29.4% | -52.3% | +81.8% | +25.4% |
| YTD | +139.1% | -52.3% | +191.4% | +99.4% |
| All | +440.8% | -84.4% | +525.2% | +449.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling