+2,331.0%
LITE vs IRM
+418.8%
+1,912.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.1% |
| 7D | -1.5% | -0.5% | -1.1% | -1.4% |
| 30D | +6.7% | -8.1% | +14.7% | +11.9% |
| 3M | -6.8% | -9.7% | +2.9% | -1.0% |
| 6M | +29.4% | +10.0% | +19.4% | +24.7% |
| YTD | +139.1% | +43.0% | +96.1% | +100.4% |
| 1Y | +521.0% | +32.7% | +488.3% | +439.6% |
| 3Y | +1,535.3% | +102.7% | +1,432.6% | +1,064.0% |
| 5Y | +889.8% | +187.6% | +702.3% | +489.9% |
| All | +2,331.0% | +418.8% | +1,912.3% | +1,001.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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