+493.5%
LITE vs FIGR
+6.3%
+487.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.4% | +4.6% | +9.8% |
| 7D | +12.6% | +13.5% | -0.9% | +9.9% |
| 30D | +9.9% | +33.7% | -23.8% | +3.5% |
| 3M | +9.3% | +37.3% | -28.1% | +2.1% |
| 6M | +75.2% | +25.5% | +49.7% | +65.4% |
| YTD | +165.5% | -6.3% | +171.8% | +139.5% |
| All | +493.5% | +6.3% | +487.2% | +394.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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