+5,083.9%
LITE vs FANG
+295.5%
+4,788.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.4% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | +6.7% | +7.6% | -0.9% | +4.8% |
| 3M | -6.8% | -1.3% | -5.5% | -6.8% |
| 6M | +29.4% | +14.7% | +14.8% | +24.9% |
| YTD | +139.1% | +34.8% | +104.3% | +122.6% |
| 1Y | +521.0% | +42.9% | +478.1% | +470.1% |
| 3Y | +1,535.3% | +43.8% | +1,491.5% | +1,394.9% |
| 5Y | +889.8% | +225.8% | +664.0% | +661.7% |
| 10Y | +2,400.7% | +171.9% | +2,228.9% | +1,707.1% |
| All | +5,083.9% | +295.5% | +4,788.3% | +3,989.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling