+1,670.7%
LITE vs IYR
+88.9%
+1,581.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.8% |
| 7D | +3.4% | -1.2% | +4.6% | +4.6% |
| 30D | -34.9% | +6.1% | -41.0% | -37.9% |
| 3M | -21.0% | +0.9% | -22.0% | -22.1% |
| 6M | -38.5% | +1.2% | -39.6% | -40.3% |
| YTD | +75.8% | +11.1% | +64.7% | +58.3% |
| 1Y | +156.7% | +9.0% | +147.7% | +135.2% |
| 3Y | +1,498.6% | +41.4% | +1,457.2% | +1,091.4% |
| 5Y | +610.9% | +6.7% | +604.3% | +553.1% |
| 10Y | +1,670.7% | +87.7% | +1,583.0% | +959.3% |
| All | +1,670.7% | +88.9% | +1,581.8% | +959.3% |
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