+2,259.5%
LITE vs IT
+103.9%
+2,155.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.6% | +8.6% | +5.1% |
| 7D | -1.5% | -6.0% | +4.5% | -0.1% |
| 30D | +6.7% | 0.0% | +6.7% | +5.7% |
| 3M | -6.8% | +13.1% | -19.8% | -12.4% |
| 6M | +29.4% | +11.7% | +17.7% | +19.3% |
| YTD | +139.1% | -26.1% | +165.2% | +153.1% |
| 1Y | +521.0% | -21.3% | +542.2% | +532.5% |
| 3Y | +1,535.3% | -46.7% | +1,582.0% | +1,868.8% |
| 5Y | +889.8% | -40.5% | +930.3% | +1,010.8% |
| All | +2,259.5% | +103.9% | +2,155.6% | +1,483.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling