+546.2%
LITE vs FITB
+49.1%
+497.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.2% | +9.3% |
| 7D | -12.9% | -1.1% | -11.8% | -12.1% |
| 30D | -46.0% | +7.3% | -53.3% | -48.1% |
| 3M | -33.0% | -4.0% | -29.0% | -31.7% |
| 6M | -34.0% | +11.9% | -45.9% | -39.0% |
| YTD | +61.7% | +19.0% | +42.8% | +43.7% |
| 1Y | +148.3% | +31.0% | +117.3% | +108.8% |
| 3Y | +1,408.5% | +143.8% | +1,264.7% | +858.6% |
| 5Y | +546.2% | +48.9% | +497.3% | +405.4% |
| All | +546.2% | +49.1% | +497.1% | +405.4% |
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