+462.2%
LITE vs FANG
+52.7%
+409.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +5.2% | +2.9% | +2.3% | +4.9% |
| 30D | -0.6% | +2.6% | -3.2% | -0.8% |
| 3M | +4.2% | +7.6% | -3.4% | +3.7% |
| 6M | +38.0% | +17.3% | +20.6% | +36.8% |
| YTD | +151.5% | +38.7% | +112.8% | +151.5% |
| 1Y | +462.2% | +51.6% | +410.6% | +464.9% |
| All | +462.2% | +52.7% | +409.6% | +464.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling