+3,586.8%
LITE vs FIVE
+575.1%
+3,011.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.7% | -14.6% | -9.8% |
| 7D | -31.4% | +7.5% | -38.9% | -33.0% |
| 30D | -42.6% | +16.7% | -59.3% | -45.3% |
| 3M | -26.2% | +13.4% | -39.6% | -29.5% |
| 6M | -35.8% | +9.0% | -44.8% | -38.7% |
| YTD | +70.0% | +33.8% | +36.2% | +53.2% |
| 1Y | +232.7% | +61.2% | +171.6% | +184.1% |
| 3Y | +1,365.7% | +42.1% | +1,323.6% | +1,102.8% |
| 5Y | +609.5% | +21.4% | +588.1% | +484.7% |
| 10Y | +1,721.9% | +609.1% | +1,112.9% | +1,026.1% |
| All | +3,586.8% | +575.1% | +3,011.7% | +2,148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling