+1,321.8%
LITE vs F
+82.1%
+1,239.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.1% | -17.6% | -18.3% |
| 7D | -44.6% | +1.4% | -45.9% | -45.0% |
| 30D | -55.0% | +2.0% | -57.1% | -55.5% |
| 3M | -38.3% | -10.4% | -27.9% | -36.4% |
| 6M | -48.8% | +9.7% | -58.5% | -52.5% |
| YTD | +38.3% | -1.2% | +39.5% | +33.1% |
| 1Y | +119.0% | 0.0% | +119.0% | +110.1% |
| 3Y | +1,092.0% | +41.1% | +1,050.9% | +870.0% |
| 5Y | +446.1% | -11.4% | +457.5% | +406.6% |
| All | +1,321.8% | +82.1% | +1,239.7% | +833.2% |
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