+2,331.0%
LITE vs FDX
+180.6%
+2,150.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.3% |
| 7D | -1.5% | -2.5% | +1.0% | -0.4% |
| 30D | +6.7% | +3.8% | +2.9% | +4.3% |
| 3M | -6.8% | -1.3% | -5.5% | -6.6% |
| 6M | +29.4% | +5.0% | +24.4% | +25.4% |
| YTD | +139.1% | +39.6% | +99.4% | +102.0% |
| 1Y | +521.0% | +81.1% | +439.9% | +363.4% |
| 3Y | +1,535.3% | +63.0% | +1,472.2% | +1,149.7% |
| 5Y | +889.8% | +65.6% | +824.2% | +623.6% |
| All | +2,331.0% | +180.6% | +2,150.4% | +1,109.5% |
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