+2,331.0%
LITE vs FITB
+286.6%
+2,044.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | +6.7% | -4.7% | +11.4% | +9.0% |
| 3M | -6.8% | +6.7% | -13.4% | -9.7% |
| 6M | +29.4% | +12.6% | +16.9% | +22.3% |
| YTD | +139.1% | +19.1% | +120.0% | +119.9% |
| 1Y | +521.0% | +22.6% | +498.4% | +463.0% |
| 3Y | +1,535.3% | +127.1% | +1,408.2% | +1,075.2% |
| 5Y | +889.8% | +71.8% | +818.0% | +667.2% |
| All | +2,331.0% | +286.6% | +2,044.4% | +1,079.7% |
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