+1,103.8%
LITE vs IRM
+88.2%
+1,015.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -11.1% | -7.6% | -9.1% |
| 7D | -44.6% | -10.9% | -33.7% | -38.1% |
| 30D | -55.0% | -9.4% | -45.6% | -50.2% |
| 3M | -38.3% | -16.4% | -21.9% | -27.1% |
| 6M | -48.8% | -18.7% | -30.0% | -37.9% |
| YTD | +38.3% | +30.1% | +8.2% | +19.6% |
| 1Y | +119.0% | +8.5% | +110.5% | +115.6% |
| All | +1,103.8% | +88.2% | +1,015.6% | +570.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling