+5,083.9%
LITE vs FE
+127.5%
+4,956.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.1% |
| 7D | -1.5% | +1.9% | -3.5% | -2.0% |
| 30D | +6.7% | -1.2% | +7.8% | +7.0% |
| 3M | -6.8% | +3.5% | -10.2% | -7.8% |
| 6M | +29.4% | -6.1% | +35.5% | +30.9% |
| YTD | +139.1% | +7.6% | +131.5% | +132.9% |
| 1Y | +521.0% | +11.9% | +509.1% | +497.4% |
| 3Y | +1,535.3% | +48.4% | +1,486.9% | +1,312.1% |
| 5Y | +889.8% | +44.8% | +845.0% | +751.6% |
| 10Y | +2,400.7% | +115.9% | +2,284.8% | +1,872.6% |
| All | +5,083.9% | +127.5% | +4,956.3% | +3,763.1% |
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