+446.1%
LITE vs FE
+46.2%
+399.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.2% | -18.5% | -18.7% |
| 7D | -44.6% | +0.6% | -45.1% | -44.6% |
| 30D | -55.0% | +6.4% | -61.4% | -55.1% |
| 3M | -38.3% | -0.5% | -37.8% | -38.3% |
| 6M | -48.8% | +4.7% | -53.5% | -48.9% |
| YTD | +38.3% | +8.4% | +29.9% | +37.3% |
| 1Y | +119.0% | +7.2% | +111.8% | +117.9% |
| 3Y | +1,092.0% | +44.9% | +1,047.1% | +996.3% |
| 5Y | +446.1% | +46.3% | +399.8% | +396.7% |
| All | +446.1% | +46.2% | +399.9% | +396.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling