+1,402.3%
LITE vs IT
+100.5%
+1,301.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.0% | +9.7% | +6.5% |
| 7D | -35.9% | -16.9% | -19.0% | -33.7% |
| 30D | -51.5% | +2.3% | -53.9% | -52.3% |
| 3M | -35.7% | +2.9% | -38.6% | -37.9% |
| 6M | -43.0% | +25.9% | -68.8% | -49.8% |
| YTD | +46.1% | -24.6% | +70.8% | +51.1% |
| 1Y | +124.7% | -16.0% | +140.8% | +120.8% |
| 3Y | +1,172.1% | -51.6% | +1,223.6% | +1,482.7% |
| 5Y | +477.0% | -42.6% | +519.7% | +549.4% |
| All | +1,402.3% | +100.5% | +1,301.8% | +766.6% |
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