+3,586.8%
LITE vs FE
+129.5%
+3,457.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | 0.0% | -7.8% | -7.8% |
| 7D | -31.4% | +1.7% | -33.1% | -31.8% |
| 30D | -42.6% | +8.1% | -50.7% | -43.8% |
| 3M | -26.2% | -1.3% | -24.9% | -26.1% |
| 6M | -35.8% | +2.9% | -38.7% | -36.7% |
| YTD | +70.0% | +8.6% | +61.5% | +64.9% |
| 1Y | +232.7% | +6.3% | +226.4% | +224.7% |
| 3Y | +1,365.7% | +45.1% | +1,320.6% | +1,174.0% |
| 5Y | +609.5% | +47.1% | +562.3% | +506.4% |
| 10Y | +1,721.9% | +110.6% | +1,611.3% | +1,349.5% |
| All | +3,586.8% | +129.5% | +3,457.2% | +2,635.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling