+490.8%
LITE vs IRM
+168.2%
+322.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.0% |
| 7D | -35.9% | -8.6% | -27.3% | -31.0% |
| 30D | -51.5% | -8.0% | -43.6% | -47.7% |
| 3M | -35.7% | -12.0% | -23.8% | -28.3% |
| 6M | -43.0% | -18.2% | -24.8% | -33.1% |
| YTD | +46.1% | +31.4% | +14.8% | +28.3% |
| 1Y | +124.7% | +9.2% | +115.5% | +121.1% |
| 3Y | +1,172.1% | +94.6% | +1,077.5% | +798.8% |
| All | +490.8% | +168.2% | +322.6% | +251.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling