+3,586.8%
LITE vs FFIV
+156.8%
+3,429.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.4% | -7.6% |
| 7D | -31.4% | -9.8% | -21.6% | -26.6% |
| 30D | -42.6% | -28.1% | -14.5% | -31.2% |
| 3M | -26.2% | -20.0% | -6.2% | -17.7% |
| 6M | -35.8% | -0.1% | -35.7% | -37.2% |
| YTD | +70.0% | +29.2% | +40.9% | +39.9% |
| 1Y | +232.7% | +36.6% | +196.1% | +164.9% |
| 3Y | +1,365.7% | +114.0% | +1,251.7% | +803.2% |
| 5Y | +609.5% | +48.1% | +561.4% | +428.4% |
| 10Y | +1,721.9% | +142.9% | +1,579.0% | +946.7% |
| All | +3,586.8% | +156.8% | +3,429.9% | +1,842.2% |
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 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