+562.5%
LITE vs FITB
+48.6%
+513.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -5.1% |
| 7D | +10.8% | +2.8% | +8.0% | +9.2% |
| 30D | -33.4% | +9.8% | -43.2% | -36.9% |
| 3M | -32.2% | -5.2% | -27.1% | -30.4% |
| 6M | -42.1% | +17.3% | -59.4% | -47.8% |
| YTD | +61.9% | +19.3% | +42.6% | +43.6% |
| 1Y | +163.0% | +32.7% | +130.3% | +119.2% |
| 3Y | +1,358.0% | +141.6% | +1,216.4% | +829.0% |
| All | +562.5% | +48.6% | +513.8% | +420.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling