+125.3%
LITE vs FITB
+30.6%
+94.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -13.9% | +0.5% | -14.4% | -13.9% |
| 30D | -46.9% | +7.0% | -53.9% | -48.2% |
| 3M | -28.0% | -4.4% | -23.7% | -26.3% |
| 6M | -35.2% | +11.6% | -46.8% | -39.5% |
| YTD | +58.9% | +18.6% | +40.2% | +36.7% |
| 1Y | +125.3% | +29.8% | +95.5% | +83.6% |
| All | +125.3% | +30.6% | +94.7% | +83.6% |
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