+467.5%
LITE vs FIG
-77.7%
+545.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | +22.6% | +2.6% | +19.9% | +22.7% |
| 30D | -36.8% | -13.1% | -23.7% | -37.4% |
| 3M | -33.0% | -20.3% | -12.7% | -33.9% |
| 6M | -37.1% | -2.1% | -34.9% | -37.4% |
| YTD | +69.5% | -49.4% | +118.8% | +78.6% |
| 1Y | +146.1% | -57.0% | +203.1% | +160.6% |
| All | +467.5% | -77.7% | +545.2% | +500.6% |
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