+441.6%
LITE vs FIG
-77.2%
+518.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +10.9% |
| 7D | -12.9% | -12.6% | -0.3% | -13.9% |
| 30D | -46.0% | -13.8% | -32.2% | -46.6% |
| 3M | -33.0% | -16.7% | -16.3% | -33.6% |
| 6M | -34.0% | -6.1% | -27.9% | -34.0% |
| YTD | +61.7% | -48.1% | +109.8% | +70.8% |
| 1Y | +148.3% | -56.2% | +204.4% | +163.4% |
| All | +441.6% | -77.2% | +518.7% | +474.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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