+1,568.0%
LITE vs FANG
+153.8%
+1,414.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.9% |
| 7D | +22.6% | +2.1% | +20.4% | +22.0% |
| 30D | -36.8% | -7.5% | -29.3% | -35.5% |
| 3M | -33.0% | -8.2% | -24.8% | -31.9% |
| 6M | -37.1% | -6.4% | -30.6% | -36.5% |
| YTD | +69.5% | +24.1% | +45.4% | +59.5% |
| 1Y | +146.1% | +28.5% | +117.6% | +129.8% |
| 3Y | +1,440.8% | +29.8% | +1,411.0% | +1,328.7% |
| 5Y | +580.4% | +105.2% | +475.2% | +462.1% |
| All | +1,568.0% | +153.8% | +1,414.2% | +1,166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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