+2,405.2%
LITE vs FANG
+183.1%
+2,222.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.7% | -5.7% |
| 7D | +10.4% | +1.2% | +9.2% | +10.1% |
| 30D | +14.0% | +2.4% | +11.6% | +13.3% |
| 3M | +9.7% | +5.1% | +4.6% | +7.9% |
| 6M | +39.2% | +16.4% | +22.8% | +33.6% |
| YTD | +153.9% | +39.0% | +114.9% | +133.3% |
| 1Y | +467.5% | +50.6% | +416.9% | +411.3% |
| 3Y | +1,784.2% | +46.9% | +1,737.3% | +1,600.1% |
| 5Y | +990.3% | +238.2% | +752.1% | +710.8% |
| All | +2,405.2% | +183.1% | +2,222.2% | +1,687.4% |
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