+1,402.3%
LITE vs FE
+105.3%
+1,297.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.0% |
| 7D | -35.9% | -1.0% | -34.9% | -35.8% |
| 30D | -51.5% | +4.1% | -55.7% | -52.1% |
| 3M | -35.7% | -1.0% | -34.7% | -35.7% |
| 6M | -43.0% | +4.0% | -47.0% | -43.9% |
| YTD | +46.1% | +6.8% | +39.3% | +42.3% |
| 1Y | +124.7% | +5.3% | +119.4% | +120.0% |
| 3Y | +1,172.1% | +44.6% | +1,127.5% | +1,006.0% |
| 5Y | +477.0% | +44.2% | +432.8% | +395.8% |
| All | +1,402.3% | +105.3% | +1,297.0% | +1,270.3% |
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