+490.8%
LITE vs FDX
+72.6%
+418.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.7% | +8.4% | +6.9% |
| 7D | -35.9% | -1.6% | -34.3% | -35.5% |
| 30D | -51.5% | +6.6% | -58.1% | -53.1% |
| 3M | -35.7% | -2.1% | -33.7% | -35.9% |
| 6M | -43.0% | +2.2% | -45.1% | -44.5% |
| YTD | +46.1% | +33.9% | +12.2% | +24.9% |
| 1Y | +124.7% | +50.2% | +74.5% | +81.7% |
| 3Y | +1,172.1% | +65.5% | +1,106.5% | +858.0% |
| All | +490.8% | +72.6% | +418.2% | +329.6% |
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