+1,103.8%
LITE vs FFIV
+102.8%
+1,001.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.5% | -13.2% | -15.0% |
| 7D | -44.6% | -14.2% | -30.3% | -38.1% |
| 30D | -55.0% | -33.6% | -21.4% | -42.4% |
| 3M | -38.3% | -24.2% | -14.1% | -28.5% |
| 6M | -48.8% | -8.3% | -40.5% | -47.5% |
| YTD | +38.3% | +22.1% | +16.2% | +13.1% |
| 1Y | +119.0% | +26.5% | +92.5% | +74.2% |
| All | +1,103.8% | +102.8% | +1,001.0% | +551.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling