+1,493.1%
LITE vs IYR
+87.3%
+1,405.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.6% |
| 7D | +10.8% | +0.6% | +10.2% | +10.4% |
| 30D | -33.4% | +6.6% | -40.0% | -36.8% |
| 3M | -32.2% | -1.8% | -30.4% | -31.7% |
| 6M | -42.1% | +1.4% | -43.5% | -43.9% |
| YTD | +61.9% | +10.5% | +51.3% | +46.4% |
| 1Y | +163.0% | +10.6% | +152.4% | +137.8% |
| 3Y | +1,358.0% | +41.8% | +1,316.2% | +984.4% |
| 5Y | +549.9% | +6.0% | +543.9% | +499.7% |
| All | +1,493.1% | +87.3% | +1,405.8% | +875.4% |
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