+1,014.7%
LITE vs FANG
+238.1%
+776.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | +13.6% | -0.4% | +14.0% | +13.7% |
| 30D | +21.6% | +2.4% | +19.2% | +20.7% |
| 3M | +20.3% | +4.9% | +15.5% | +18.0% |
| 6M | +54.4% | +12.0% | +42.3% | +48.0% |
| YTD | +168.3% | +37.1% | +131.2% | +141.5% |
| 1Y | +551.8% | +52.3% | +499.5% | +466.9% |
| 3Y | +1,891.5% | +45.0% | +1,846.5% | +1,651.1% |
| 5Y | +1,014.7% | +231.0% | +783.8% | +776.0% |
| All | +1,014.7% | +238.1% | +776.6% | +776.0% |
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 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