+163.0%
LITE vs FDX
+51.6%
+111.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -5.1% |
| 7D | +10.8% | +5.2% | +5.6% | +8.6% |
| 30D | -33.4% | +11.3% | -44.7% | -36.2% |
| 3M | -32.2% | -4.1% | -28.1% | -30.2% |
| 6M | -42.1% | +9.6% | -51.7% | -46.4% |
| YTD | +61.9% | +40.9% | +21.0% | +15.9% |
| 1Y | +163.0% | +53.0% | +110.0% | +85.8% |
| All | +163.0% | +51.6% | +111.4% | +85.8% |
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