+1,533.3%
LITE vs F
+88.0%
+1,445.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.0% | +10.4% |
| 7D | -12.9% | -0.6% | -12.3% | -12.7% |
| 30D | -46.0% | +2.9% | -48.8% | -46.7% |
| 3M | -33.0% | -9.5% | -23.6% | -31.2% |
| 6M | -34.0% | +4.0% | -38.1% | -37.4% |
| YTD | +61.7% | -1.3% | +63.0% | +55.7% |
| 1Y | +148.3% | -1.9% | +150.2% | +140.3% |
| 3Y | +1,408.5% | +53.5% | +1,355.0% | +1,087.0% |
| 5Y | +546.2% | -15.1% | +561.3% | +509.9% |
| 10Y | +1,533.3% | +81.0% | +1,452.3% | +987.1% |
| All | +1,533.3% | +88.0% | +1,445.4% | +987.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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