+1,103.8%
LITE vs FICO
-24.0%
+1,127.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.9% | -19.6% | -18.6% |
| 7D | -44.6% | -0.3% | -44.3% | -44.6% |
| 30D | -55.0% | +1.7% | -56.7% | -55.0% |
| 3M | -38.3% | -35.2% | -3.1% | -38.8% |
| 6M | -48.8% | -33.7% | -15.1% | -50.9% |
| YTD | +38.3% | -58.2% | +96.4% | +46.5% |
| 1Y | +119.0% | -56.6% | +175.6% | +127.9% |
| All | +1,103.8% | -24.0% | +1,127.8% | +1,060.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling