+119.0%
LITE vs FIVE
+54.7%
+64.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.3% | -14.4% | -17.1% |
| 7D | -44.6% | -1.7% | -42.8% | -44.0% |
| 30D | -55.0% | +14.9% | -70.0% | -56.9% |
| 3M | -38.3% | +7.6% | -45.9% | -40.2% |
| 6M | -48.8% | +6.4% | -55.2% | -50.6% |
| YTD | +38.3% | +28.1% | +10.2% | +12.6% |
| 1Y | +119.0% | +54.7% | +64.3% | +43.3% |
| All | +119.0% | +54.7% | +64.3% | +43.3% |
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