+3,586.8%
LITE vs FICO
+646.4%
+2,940.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.2% | -4.6% | -7.1% |
| 7D | -31.4% | +0.4% | -31.8% | -31.5% |
| 30D | -42.6% | +1.7% | -44.2% | -43.8% |
| 3M | -26.2% | -33.0% | +6.8% | -21.9% |
| 6M | -35.8% | -33.9% | -1.9% | -35.1% |
| YTD | +70.0% | -58.5% | +128.6% | +97.7% |
| 1Y | +232.7% | -56.4% | +289.1% | +277.7% |
| 3Y | +1,365.7% | -24.7% | +1,390.4% | +1,152.5% |
| 5Y | +609.5% | +83.1% | +526.4% | +280.6% |
| 10Y | +1,721.9% | +517.2% | +1,204.8% | +467.8% |
| All | +3,586.8% | +646.4% | +2,940.3% | +984.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling