+129.4%
LITE vs IRM
+10.0%
+119.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.1% | +6.6% | +6.0% |
| 7D | -12.9% | -3.8% | -9.1% | -7.9% |
| 30D | -46.0% | -3.2% | -42.8% | -42.6% |
| 3M | -33.0% | -7.8% | -25.2% | -24.7% |
| 6M | -34.0% | -12.7% | -21.3% | -22.1% |
| YTD | +61.7% | +36.7% | +25.0% | +22.2% |
| All | +129.4% | +10.0% | +119.3% | +139.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling