+1,870.5%
LITE vs FANG
+42.8%
+1,827.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.8% | +11.0% |
| 7D | +12.6% | -1.7% | +14.3% | +13.3% |
| 30D | +9.9% | +6.8% | +3.2% | +6.7% |
| 3M | +9.3% | +1.3% | +8.0% | +8.1% |
| 6M | +75.2% | +11.8% | +63.4% | +64.8% |
| YTD | +165.5% | +35.1% | +130.4% | +128.1% |
| 1Y | +555.0% | +48.9% | +506.0% | +434.0% |
| 3Y | +1,870.5% | +42.8% | +1,827.6% | +1,583.2% |
| All | +1,870.5% | +42.8% | +1,827.7% | +1,583.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling