+901.5%
LITE vs FE
+45.0%
+856.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.0% |
| 7D | -1.5% | +1.9% | -3.5% | -1.6% |
| 30D | +6.7% | -1.2% | +7.8% | +6.7% |
| 3M | -6.8% | +3.5% | -10.2% | -7.0% |
| 6M | +29.4% | -6.1% | +35.5% | +30.2% |
| YTD | +139.1% | +7.6% | +131.5% | +137.1% |
| 1Y | +521.0% | +11.9% | +509.1% | +512.8% |
| 3Y | +1,535.3% | +48.4% | +1,486.9% | +1,384.8% |
| All | +901.5% | +45.0% | +856.6% | +794.5% |
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