+232.7%
LITE vs FDX
+65.6%
+167.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.6% | -11.4% | -8.9% |
| 7D | -31.4% | +8.1% | -39.6% | -33.4% |
| 30D | -42.6% | +13.9% | -56.5% | -45.5% |
| 3M | -26.2% | +5.5% | -31.8% | -28.6% |
| 6M | -35.8% | +15.1% | -50.9% | -42.2% |
| YTD | +70.0% | +43.2% | +26.9% | +34.3% |
| 1Y | +232.7% | +65.0% | +167.7% | +169.7% |
| All | +232.7% | +65.6% | +167.1% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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