+521.0%
LITE vs FICO
-39.1%
+560.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -16.7% | +20.7% | -2.6% |
| 7D | -1.5% | -19.2% | +17.6% | -8.9% |
| 30D | +6.7% | -14.6% | +21.2% | +1.7% |
| 3M | -6.8% | -20.1% | +13.3% | -12.4% |
| 6M | +29.4% | -36.3% | +65.8% | +18.5% |
| YTD | +139.1% | -44.9% | +183.9% | +115.8% |
| 1Y | +521.0% | -38.6% | +559.6% | +464.5% |
| All | +521.0% | -39.1% | +560.1% | +464.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling