+2,898.2%
LITE vs IRM
+520.8%
+2,377.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -11.1% | -7.6% | -12.5% |
| 7D | -44.6% | -10.9% | -33.7% | -40.3% |
| 30D | -55.0% | -9.4% | -45.6% | -51.8% |
| 3M | -38.3% | -16.4% | -21.9% | -30.9% |
| 6M | -48.8% | -18.7% | -30.0% | -41.5% |
| YTD | +38.3% | +30.1% | +8.2% | +24.9% |
| 1Y | +119.0% | +8.5% | +110.5% | +117.0% |
| 3Y | +1,092.0% | +88.0% | +1,004.0% | +814.3% |
| 5Y | +446.1% | +167.6% | +278.5% | +254.4% |
| 10Y | +1,381.7% | +458.9% | +922.8% | +591.4% |
| All | +2,898.2% | +520.8% | +2,377.4% | +1,230.2% |
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