+5,083.9%
LITE vs IRM
+582.4%
+4,501.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.1% |
| 7D | -1.5% | -0.5% | -1.1% | -1.4% |
| 30D | +6.7% | -8.1% | +14.7% | +11.7% |
| 3M | -6.8% | -9.7% | +2.9% | -1.2% |
| 6M | +29.4% | +10.0% | +19.4% | +24.9% |
| YTD | +139.1% | +43.0% | +96.1% | +101.9% |
| 1Y | +521.0% | +32.7% | +488.3% | +443.0% |
| 3Y | +1,535.3% | +102.7% | +1,432.6% | +1,083.3% |
| 5Y | +889.8% | +187.6% | +702.3% | +505.3% |
| 10Y | +2,400.7% | +420.1% | +1,980.6% | +1,033.6% |
| All | +5,083.9% | +582.4% | +4,501.5% | +2,050.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling