+700.6%
LITE vs FIG
-71.6%
+772.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.4% | +8.4% | +3.6% |
| 7D | -1.5% | -16.3% | +14.8% | -3.0% |
| 30D | +6.7% | -14.3% | +21.0% | +6.4% |
| 3M | -6.8% | +7.2% | -13.9% | -4.6% |
| 6M | +29.4% | -18.6% | +48.1% | +35.4% |
| YTD | +139.1% | -35.5% | +174.5% | +156.5% |
| 1Y | +521.0% | -55.8% | +576.8% | +579.6% |
| All | +700.6% | -71.6% | +772.2% | +762.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling