+1,587.5%
LITE vs FDX
+155.6%
+1,431.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -13.9% | +0.5% | -14.4% | -13.9% |
| 30D | -46.9% | +9.5% | -56.4% | -49.3% |
| 3M | -28.0% | -1.3% | -26.7% | -28.3% |
| 6M | -35.2% | +5.5% | -40.7% | -37.8% |
| YTD | +58.9% | +38.9% | +20.0% | +33.5% |
| 1Y | +125.3% | +58.8% | +66.5% | +77.3% |
| 3Y | +1,344.4% | +71.1% | +1,273.3% | +970.0% |
| 5Y | +541.2% | +76.3% | +464.9% | +352.3% |
| 10Y | +1,587.5% | +153.4% | +1,434.1% | +760.1% |
| All | +1,587.5% | +155.6% | +1,431.9% | +760.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling