+1,563.7%
LITE vs FITB
+128.4%
+1,435.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | -1.5% | +0.6% | -2.1% | -2.0% |
| 30D | +6.7% | -4.7% | +11.4% | +10.7% |
| 3M | -6.8% | +6.7% | -13.4% | -12.1% |
| 6M | +29.4% | +12.6% | +16.9% | +16.4% |
| YTD | +139.1% | +19.1% | +120.0% | +103.3% |
| 1Y | +521.0% | +22.6% | +498.4% | +413.3% |
| All | +1,563.7% | +128.4% | +1,435.3% | +746.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling