+490.8%
LITE vs FFIV
+39.5%
+451.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | -35.9% | -8.1% | -27.8% | -31.5% |
| 30D | -51.5% | -33.4% | -18.1% | -37.7% |
| 3M | -35.7% | -24.7% | -11.0% | -24.6% |
| 6M | -43.0% | -8.8% | -34.1% | -40.9% |
| YTD | +46.1% | +21.8% | +24.3% | +21.1% |
| 1Y | +124.7% | +25.3% | +99.4% | +82.4% |
| 3Y | +1,172.1% | +101.2% | +1,070.9% | +660.3% |
| All | +490.8% | +39.5% | +451.4% | +316.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling