+226.7%
LITE vs FIGR
-36.9%
+263.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.7% | -3.1% | +3.8% |
| 7D | -35.9% | +5.3% | -41.2% | -36.5% |
| 30D | -51.5% | -17.9% | -33.6% | -49.5% |
| 3M | -35.7% | -20.5% | -15.2% | -33.2% |
| 6M | -43.0% | -40.2% | -2.8% | -38.3% |
| YTD | +46.1% | -44.4% | +90.5% | +45.6% |
| 1Y | +124.7% | -36.3% | +161.0% | +114.9% |
| All | +226.7% | -36.9% | +263.5% | +200.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling