+124.7%
LITE vs FDS
+29.3%
+95.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.7% | +9.4% | +3.0% |
| 7D | -35.9% | -0.5% | -35.4% | -35.5% |
| 30D | -51.5% | +20.2% | -71.7% | -44.0% |
| 3M | -35.7% | +19.9% | -55.6% | -24.6% |
| 6M | -43.0% | +56.2% | -99.1% | -18.4% |
| YTD | +46.1% | +14.6% | +31.6% | +72.9% |
| 1Y | +124.7% | +31.6% | +93.1% | +263.7% |
| All | +124.7% | +29.3% | +95.4% | +263.7% |
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