+562.5%
LITE vs FANG
+108.7%
+453.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.9% |
| 7D | +10.8% | +4.0% | +6.8% | +9.5% |
| 30D | -33.4% | -5.8% | -27.7% | -32.1% |
| 3M | -32.2% | -6.7% | -25.5% | -31.1% |
| 6M | -42.1% | -6.4% | -35.7% | -41.5% |
| YTD | +61.9% | +25.9% | +35.9% | +48.1% |
| 1Y | +163.0% | +31.1% | +131.9% | +137.4% |
| 3Y | +1,358.0% | +31.3% | +1,326.7% | +1,207.1% |
| All | +562.5% | +108.7% | +453.8% | +458.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling