+1,402.3%
LITE vs FIVE
+563.4%
+838.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | -35.9% | -0.3% | -35.7% | -35.8% |
| 30D | -51.5% | +17.7% | -69.2% | -54.0% |
| 3M | -35.7% | +4.0% | -39.7% | -36.9% |
| 6M | -43.0% | +2.6% | -45.6% | -44.5% |
| YTD | +46.1% | +27.6% | +18.5% | +33.0% |
| 1Y | +124.7% | +59.9% | +64.8% | +90.8% |
| 3Y | +1,172.1% | +35.8% | +1,136.3% | +947.8% |
| 5Y | +477.0% | +14.4% | +462.6% | +379.7% |
| All | +1,402.3% | +563.4% | +838.9% | +820.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling