+1,321.8%
LITE vs FICO
+514.7%
+807.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.9% | -19.6% | -18.9% |
| 7D | -44.6% | -0.3% | -44.3% | -44.6% |
| 30D | -55.0% | +1.7% | -56.7% | -56.0% |
| 3M | -38.3% | -35.2% | -3.1% | -33.9% |
| 6M | -48.8% | -33.7% | -15.1% | -48.3% |
| YTD | +38.3% | -58.2% | +96.4% | +61.1% |
| 1Y | +119.0% | -56.6% | +175.6% | +150.1% |
| 3Y | +1,092.0% | -24.0% | +1,116.0% | +898.9% |
| 5Y | +446.1% | +86.1% | +360.0% | +175.1% |
| All | +1,321.8% | +514.7% | +807.1% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling