-38.3%
LITE vs FITB
-7.3%
-31.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.3% | -16.4% | -19.0% |
| 7D | -44.6% | -1.8% | -42.8% | -44.2% |
| 30D | -55.0% | +4.8% | -59.8% | -54.0% |
| 3M | -38.3% | -6.4% | -31.9% | -32.9% |
| All | -38.3% | -7.3% | -31.0% | -32.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling