+1,499.9%
LITE vs FFIV
+128.1%
+1,371.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -13.9% | -4.2% | -9.7% | -10.8% |
| 30D | -46.9% | -33.9% | -13.1% | -31.2% |
| 3M | -28.0% | -22.6% | -5.4% | -16.3% |
| 6M | -35.2% | -10.4% | -24.8% | -31.6% |
| YTD | +58.9% | +24.3% | +34.6% | +31.7% |
| 1Y | +125.3% | +31.8% | +93.5% | +79.5% |
| 3Y | +1,344.4% | +99.5% | +1,244.9% | +776.9% |
| 5Y | +541.2% | +40.7% | +500.4% | +377.8% |
| All | +1,499.9% | +128.1% | +1,371.8% | +750.2% |
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