+1,568.0%
LITE vs FIVE
+505.3%
+1,062.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.2% |
| 7D | +22.6% | +2.4% | +20.1% | +21.7% |
| 30D | -36.8% | +15.8% | -52.6% | -39.6% |
| 3M | -33.0% | +3.8% | -36.8% | -34.2% |
| 6M | -37.1% | +18.5% | -55.6% | -41.3% |
| YTD | +69.5% | +31.2% | +38.3% | +52.9% |
| 1Y | +146.1% | +61.8% | +84.3% | +108.2% |
| 3Y | +1,440.8% | +39.9% | +1,400.9% | +1,157.7% |
| 5Y | +580.4% | +18.3% | +562.1% | +460.0% |
| All | +1,568.0% | +505.3% | +1,062.6% | +870.9% |
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