+1,402.3%
LITE vs FE
+107.4%
+1,295.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | -35.9% | 0.0% | -35.9% | -36.0% |
| 30D | -51.5% | +5.2% | -56.7% | -52.2% |
| 3M | -35.7% | 0.0% | -35.7% | -35.8% |
| 6M | -43.0% | +5.0% | -48.0% | -44.0% |
| YTD | +46.1% | +7.9% | +38.2% | +42.0% |
| 1Y | +124.7% | +6.3% | +118.4% | +119.5% |
| 3Y | +1,172.1% | +46.0% | +1,126.0% | +1,003.6% |
| 5Y | +477.0% | +45.6% | +431.4% | +394.7% |
| All | +1,402.3% | +107.4% | +1,295.0% | +1,267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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