+175.3%
LITE vs FANG
+28.6%
+146.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.8% |
| 7D | +22.6% | +2.1% | +20.4% | +22.2% |
| 30D | -36.8% | -7.5% | -29.3% | -35.9% |
| 3M | -33.0% | -8.2% | -24.8% | -32.2% |
| 6M | -37.1% | -6.4% | -30.6% | -36.1% |
| YTD | +69.5% | +24.1% | +45.4% | +75.9% |
| All | +175.3% | +28.6% | +146.8% | +172.0% |
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 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