+2,259.5%
LITE vs IYR
+63.3%
+2,196.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.5% |
| 7D | -1.5% | -1.2% | -0.3% | -0.7% |
| 30D | +6.7% | -2.9% | +9.5% | +8.9% |
| 3M | -6.8% | +0.8% | -7.6% | -8.7% |
| 6M | +29.4% | +1.9% | +27.6% | +25.8% |
| YTD | +139.1% | +9.6% | +129.5% | +118.7% |
| 1Y | +521.0% | +8.1% | +512.9% | +473.5% |
| 3Y | +1,535.3% | +29.2% | +1,506.1% | +1,216.6% |
| 5Y | +889.8% | +4.3% | +885.6% | +829.1% |
| All | +2,259.5% | +63.3% | +2,196.2% | +1,516.7% |
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