+5,083.9%
LITE vs FFIV
+204.2%
+4,879.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.3% |
| 7D | -1.5% | -1.0% | -0.6% | -0.9% |
| 30D | +6.7% | -5.1% | +11.7% | +10.0% |
| 3M | -6.8% | -4.5% | -2.3% | -3.6% |
| 6M | +29.4% | +36.5% | -7.0% | +7.5% |
| YTD | +139.1% | +53.0% | +86.1% | +82.1% |
| 1Y | +521.0% | +24.2% | +496.8% | +431.9% |
| 3Y | +1,535.3% | +137.2% | +1,398.1% | +870.0% |
| 5Y | +889.8% | +91.8% | +798.1% | +548.4% |
| 10Y | +2,400.7% | +215.2% | +2,185.5% | +1,208.5% |
| All | +5,083.9% | +204.2% | +4,879.7% | +2,429.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling