+1,375.6%
LITE vs IYR
+84.0%
+1,291.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.1% |
| 7D | -35.9% | +2.0% | -37.9% | -37.0% |
| 30D | -51.5% | +8.2% | -59.8% | -54.6% |
| 3M | -35.7% | -1.7% | -34.0% | -35.3% |
| 6M | -43.0% | -0.4% | -42.6% | -44.0% |
| YTD | +46.1% | +9.9% | +36.2% | +32.5% |
| 1Y | +124.7% | +10.4% | +114.3% | +103.2% |
| 3Y | +1,172.1% | +38.4% | +1,133.6% | +862.5% |
| 5Y | +477.0% | +5.2% | +471.8% | +434.9% |
| All | +1,375.6% | +84.0% | +1,291.6% | +768.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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