+1,499.9%
LITE vs FISV
+27.3%
+1,472.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -13.9% | +8.4% | -22.3% | -15.6% |
| 30D | -46.9% | +38.8% | -85.7% | -51.4% |
| 3M | -28.0% | +21.3% | -49.3% | -32.4% |
| 6M | -35.2% | +14.1% | -49.3% | -39.3% |
| YTD | +58.9% | -5.7% | +64.6% | +56.5% |
| 1Y | +125.3% | -0.8% | +126.1% | +117.5% |
| 3Y | +1,344.4% | -47.9% | +1,392.3% | +1,431.5% |
| 5Y | +541.2% | -36.8% | +578.0% | +491.7% |
| All | +1,499.9% | +27.3% | +1,472.6% | +698.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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