+124.7%
LITE vs FITB
+29.0%
+95.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.4% | +6.0% |
| 7D | -35.9% | -1.5% | -34.4% | -35.5% |
| 30D | -51.5% | +5.8% | -57.4% | -52.5% |
| 3M | -35.7% | -6.1% | -29.6% | -33.8% |
| 6M | -43.0% | +5.9% | -48.9% | -45.1% |
| YTD | +46.1% | +16.1% | +30.0% | +26.6% |
| 1Y | +124.7% | +28.8% | +95.9% | +81.0% |
| All | +124.7% | +29.0% | +95.7% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling