+562.5%
LITE vs FDS
-23.2%
+585.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.4% |
| 7D | +10.8% | +1.5% | +9.3% | +11.0% |
| 30D | -33.4% | +14.8% | -48.3% | -32.3% |
| 3M | -32.2% | +16.3% | -48.5% | -30.7% |
| 6M | -42.1% | +66.2% | -108.3% | -41.9% |
| YTD | +61.9% | +16.2% | +45.6% | +73.7% |
| 1Y | +163.0% | +21.8% | +141.1% | +175.8% |
| 3Y | +1,358.0% | -23.9% | +1,381.9% | +1,782.6% |
| All | +562.5% | -23.2% | +585.7% | +732.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling