+129.4%
LITE vs FFIV
+28.8%
+100.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +9.5% |
| 7D | -12.9% | -2.1% | -10.8% | -11.3% |
| 30D | -46.0% | -33.8% | -12.2% | -35.4% |
| 3M | -33.0% | -20.6% | -12.4% | -27.7% |
| 6M | -34.0% | -10.2% | -23.8% | -30.2% |
| YTD | +61.7% | +24.5% | +37.3% | +56.4% |
| All | +129.4% | +28.8% | +100.6% | +117.3% |
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