+1,670.7%
LITE vs FITB
+226.2%
+1,444.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.5% |
| 7D | +3.4% | -0.6% | +4.0% | +4.0% |
| 30D | -34.9% | +7.0% | -41.9% | -36.8% |
| 3M | -21.0% | -4.8% | -16.3% | -19.5% |
| 6M | -38.5% | +13.5% | -52.0% | -42.3% |
| YTD | +75.8% | +19.1% | +56.7% | +61.2% |
| 1Y | +156.7% | +30.8% | +125.9% | +126.2% |
| 3Y | +1,498.6% | +141.6% | +1,356.9% | +1,020.7% |
| 5Y | +610.9% | +48.3% | +562.6% | +480.7% |
| 10Y | +1,670.7% | +215.9% | +1,454.7% | +911.7% |
| All | +1,670.7% | +226.2% | +1,444.5% | +911.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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