+1,493.1%
LITE vs IT
+90.0%
+1,403.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.6% |
| 7D | +10.8% | +1.1% | +9.7% | +10.6% |
| 30D | -33.4% | -1.8% | -31.6% | -33.8% |
| 3M | -32.2% | +4.8% | -37.1% | -34.6% |
| 6M | -42.1% | +33.0% | -75.1% | -49.6% |
| YTD | +61.9% | -23.8% | +85.7% | +67.2% |
| 1Y | +163.0% | -16.5% | +179.5% | +160.1% |
| 3Y | +1,358.0% | -53.6% | +1,411.7% | +1,756.4% |
| 5Y | +549.9% | -42.1% | +592.0% | +631.0% |
| All | +1,493.1% | +90.0% | +1,403.1% | +885.7% |
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