+389.3%
LITE vs FIG
-77.9%
+467.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +5.8% |
| 7D | -35.9% | -13.1% | -22.8% | -36.6% |
| 30D | -51.5% | -13.0% | -38.5% | -51.9% |
| 3M | -35.7% | -21.5% | -14.2% | -36.5% |
| 6M | -43.0% | -2.5% | -40.5% | -43.3% |
| YTD | +46.1% | -49.7% | +95.8% | +54.0% |
| 1Y | +124.7% | -59.1% | +183.8% | +138.0% |
| All | +389.3% | -77.9% | +467.1% | +417.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling