+541.2%
LITE vs IT
-43.9%
+585.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | -13.9% | -7.5% | -6.4% | -13.5% |
| 30D | -46.9% | -1.2% | -45.8% | -47.2% |
| 3M | -28.0% | -2.2% | -25.8% | -28.6% |
| 6M | -35.2% | +19.1% | -54.3% | -38.6% |
| YTD | +58.9% | -25.1% | +84.0% | +74.4% |
| 1Y | +125.3% | -17.4% | +142.7% | +135.2% |
| 3Y | +1,344.4% | -54.1% | +1,398.5% | +1,937.6% |
| 5Y | +541.2% | -42.7% | +583.8% | +654.2% |
| All | +541.2% | -43.9% | +585.1% | +654.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling