+124.7%
LITE vs FE
+5.1%
+119.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.1% |
| 7D | -35.9% | -1.0% | -34.9% | -36.1% |
| 30D | -51.5% | +4.1% | -55.7% | -50.9% |
| 3M | -35.7% | -1.0% | -34.7% | -35.7% |
| 6M | -43.0% | +4.0% | -47.0% | -42.7% |
| YTD | +46.1% | +6.8% | +39.3% | +29.2% |
| 1Y | +124.7% | +5.3% | +119.4% | +108.4% |
| All | +124.7% | +5.1% | +119.6% | +108.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling