+232.7%
LITE vs FDS
+31.1%
+201.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.9% | -10.7% | -5.7% |
| 7D | -31.4% | +9.4% | -40.9% | -26.0% |
| 30D | -42.6% | +23.8% | -66.4% | -32.0% |
| 3M | -26.2% | +25.1% | -51.4% | -10.4% |
| 6M | -35.8% | +53.8% | -89.6% | -7.3% |
| YTD | +70.0% | +19.6% | +50.5% | +105.4% |
| 1Y | +232.7% | +31.6% | +201.1% | +421.7% |
| All | +232.7% | +31.1% | +201.6% | +421.7% |
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