Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LITE vs FANG✓SelectedUSD · FANGLITE vs FANG performance historyLatest closeAs of+4.00%09/04
Stock and ETF performance explorer

LITE vs FANG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,083.9%
FANG return
+295.5%
Excess return
+4,788.3%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFANGExcessAlpha
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