+124.7%
LITE vs FGI
+46.9%
+77.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.4% | +5.7% |
| 7D | -35.9% | -7.0% | -29.0% | -35.9% |
| 30D | -51.5% | -4.2% | -47.3% | -51.5% |
| 3M | -35.7% | +55.6% | -91.3% | -36.2% |
| 6M | -43.0% | -3.2% | -39.8% | -42.4% |
| YTD | +46.1% | +29.1% | +17.0% | +36.9% |
| 1Y | +124.7% | +51.0% | +73.7% | +99.8% |
| All | +124.7% | +46.9% | +77.8% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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