+124.7%
LITE vs IRM
+10.1%
+114.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +4.6% |
| 7D | -35.9% | -8.6% | -27.3% | -28.3% |
| 30D | -51.5% | -8.0% | -43.6% | -45.7% |
| 3M | -35.7% | -12.0% | -23.8% | -24.4% |
| 6M | -43.0% | -18.2% | -24.8% | -28.5% |
| YTD | +46.1% | +31.4% | +14.8% | +19.7% |
| 1Y | +124.7% | +9.2% | +115.5% | +133.9% |
| All | +124.7% | +10.1% | +114.7% | +133.9% |
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