+2,898.2%
LITE vs FITB
+265.2%
+2,633.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.3% | -16.4% | -17.7% |
| 7D | -44.6% | -1.8% | -42.8% | -44.2% |
| 30D | -55.0% | +4.8% | -59.8% | -56.0% |
| 3M | -38.3% | -6.4% | -31.9% | -36.8% |
| 6M | -48.8% | +7.9% | -56.7% | -50.8% |
| YTD | +38.3% | +17.0% | +21.3% | +28.0% |
| 1Y | +119.0% | +29.9% | +89.1% | +94.3% |
| 3Y | +1,092.0% | +124.8% | +967.2% | +768.9% |
| 5Y | +446.1% | +46.4% | +399.6% | +351.8% |
| 10Y | +1,381.7% | +258.1% | +1,123.6% | +729.2% |
| All | +2,898.2% | +265.2% | +2,633.0% | +1,407.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling