+2,898.2%
LITE vs FDS
+132.1%
+2,766.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.5% | -18.2% | -18.6% |
| 7D | -44.6% | +6.4% | -51.0% | -45.4% |
| 30D | -55.0% | +25.2% | -80.2% | -57.5% |
| 3M | -38.3% | +22.9% | -61.2% | -42.1% |
| 6M | -48.8% | +56.5% | -105.3% | -57.0% |
| YTD | +38.3% | +19.0% | +19.3% | +26.3% |
| 1Y | +119.0% | +32.7% | +86.3% | +87.4% |
| 3Y | +1,092.0% | -20.4% | +1,112.4% | +1,202.0% |
| 5Y | +446.1% | -19.6% | +465.7% | +481.2% |
| 10Y | +1,381.7% | +148.5% | +1,233.2% | +861.3% |
| All | +2,898.2% | +132.1% | +2,766.2% | +1,865.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling