+446.1%
LITE vs FDX
+76.2%
+369.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.8% | -14.9% | -16.9% |
| 7D | -44.6% | +2.9% | -47.5% | -45.3% |
| 30D | -55.0% | +9.6% | -64.6% | -57.0% |
| 3M | -38.3% | +2.4% | -40.7% | -39.7% |
| 6M | -48.8% | +9.2% | -58.0% | -51.7% |
| YTD | +38.3% | +37.7% | +0.6% | +16.9% |
| 1Y | +119.0% | +56.1% | +62.9% | +74.2% |
| 3Y | +1,092.0% | +68.9% | +1,023.1% | +791.0% |
| 5Y | +446.1% | +79.0% | +367.1% | +289.3% |
| All | +446.1% | +76.2% | +369.9% | +289.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling