+2,331.0%
LITE vs FFIV
+214.3%
+2,116.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.3% |
| 7D | -1.5% | -1.0% | -0.6% | -0.9% |
| 30D | +6.7% | -5.1% | +11.7% | +10.2% |
| 3M | -6.8% | -4.5% | -2.3% | -3.4% |
| 6M | +29.4% | +36.5% | -7.0% | +6.0% |
| YTD | +139.1% | +53.0% | +86.1% | +78.2% |
| 1Y | +521.0% | +24.2% | +496.8% | +425.1% |
| 3Y | +1,535.3% | +137.2% | +1,398.1% | +824.5% |
| 5Y | +889.8% | +91.8% | +798.1% | +523.0% |
| All | +2,331.0% | +214.3% | +2,116.7% | +1,186.1% |
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