+163.0%
LITE vs IRM
+20.8%
+142.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -3.7% |
| 7D | +10.8% | +6.8% | +4.0% | +3.0% |
| 30D | -33.4% | +2.6% | -36.0% | -33.7% |
| 3M | -32.2% | -9.5% | -22.8% | -23.1% |
| 6M | -42.1% | -8.5% | -33.6% | -35.1% |
| YTD | +61.9% | +40.3% | +21.6% | +24.3% |
| 1Y | +163.0% | +28.7% | +134.3% | +130.8% |
| All | +163.0% | +20.8% | +142.2% | +130.8% |
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