+1,358.0%
LITE vs FISV
-47.4%
+1,405.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.7% | -8.2% | -4.0% |
| 7D | +10.8% | +1.4% | +9.3% | +11.0% |
| 30D | -33.4% | +38.4% | -71.9% | -30.5% |
| 3M | -32.2% | +14.9% | -47.2% | -30.1% |
| 6M | -42.1% | +21.8% | -63.9% | -40.0% |
| YTD | +61.9% | -5.0% | +66.9% | +69.5% |
| 1Y | +163.0% | -1.2% | +164.2% | +174.3% |
| 3Y | +1,358.0% | -47.5% | +1,405.5% | +1,176.4% |
| All | +1,358.0% | -47.4% | +1,405.5% | +1,176.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling