+1,402.3%
LITE vs FFIV
+126.1%
+1,276.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | -35.9% | -8.1% | -27.8% | -31.5% |
| 30D | -51.5% | -33.4% | -18.1% | -37.5% |
| 3M | -35.7% | -24.7% | -11.0% | -24.2% |
| 6M | -43.0% | -8.8% | -34.1% | -40.6% |
| YTD | +46.1% | +21.8% | +24.3% | +22.6% |
| 1Y | +124.7% | +25.3% | +99.4% | +84.8% |
| 3Y | +1,172.1% | +101.2% | +1,070.9% | +666.8% |
| 5Y | +477.0% | +40.2% | +436.8% | +330.4% |
| All | +1,402.3% | +126.1% | +1,276.3% | +674.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling