+1,402.3%
LITE vs FITB
+247.4%
+1,155.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.4% | +6.0% |
| 7D | -35.9% | -1.5% | -34.4% | -35.6% |
| 30D | -51.5% | +5.8% | -57.4% | -52.8% |
| 3M | -35.7% | -6.1% | -29.6% | -34.2% |
| 6M | -43.0% | +5.9% | -48.9% | -44.9% |
| YTD | +46.1% | +16.1% | +30.0% | +35.4% |
| 1Y | +124.7% | +28.8% | +95.9% | +99.2% |
| 3Y | +1,172.1% | +126.0% | +1,046.0% | +816.7% |
| 5Y | +477.0% | +45.3% | +431.7% | +375.7% |
| All | +1,402.3% | +247.4% | +1,155.0% | +820.8% |
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