+521.0%
LITE vs FDS
-17.4%
+538.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.5% | +1.7% |
| 7D | -1.5% | -1.9% | +0.4% | -2.7% |
| 30D | +6.7% | +9.0% | -2.4% | +13.7% |
| 3M | -6.8% | +18.9% | -25.6% | +8.5% |
| 6M | +29.4% | +35.1% | -5.7% | +64.8% |
| YTD | +139.1% | +5.5% | +133.6% | +168.9% |
| 1Y | +521.0% | -16.8% | +537.8% | +574.3% |
| All | +521.0% | -17.4% | +538.4% | +574.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling