+124.7%
LITE vs FFIV
+26.7%
+98.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -35.9% | -8.1% | -27.8% | -32.6% |
| 30D | -51.5% | -33.4% | -18.1% | -42.6% |
| 3M | -35.7% | -24.7% | -11.0% | -28.9% |
| 6M | -43.0% | -8.8% | -34.1% | -39.6% |
| YTD | +46.1% | +21.8% | +24.3% | +46.2% |
| 1Y | +124.7% | +25.3% | +99.4% | +126.2% |
| All | +124.7% | +26.7% | +98.0% | +126.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling