+1,499.9%
LITE vs FDS
+126.6%
+1,373.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -13.9% | -2.0% | -11.9% | -13.7% |
| 30D | -46.9% | +13.5% | -60.4% | -48.8% |
| 3M | -28.0% | +15.2% | -43.2% | -31.6% |
| 6M | -35.2% | +47.0% | -82.3% | -45.0% |
| YTD | +58.9% | +13.9% | +45.0% | +46.2% |
| 1Y | +125.3% | +25.2% | +100.1% | +95.2% |
| 3Y | +1,344.4% | -25.3% | +1,369.8% | +1,528.8% |
| 5Y | +541.2% | -23.3% | +564.5% | +594.9% |
| All | +1,499.9% | +126.6% | +1,373.3% | +822.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling