+124.7%
LITE vs FIVE
+55.9%
+68.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | -35.9% | -0.3% | -35.7% | -35.6% |
| 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% | -43.2% |
| YTD | +46.1% | +27.6% | +18.5% | +16.2% |
| 1Y | +124.7% | +59.9% | +64.8% | +29.6% |
| All | +124.7% | +55.9% | +68.9% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling