+5,083.9%
LITE vs FIVE
+575.6%
+4,508.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | +2.5% |
| 7D | -1.5% | +4.3% | -5.8% | -2.7% |
| 30D | +6.7% | +12.5% | -5.9% | +2.7% |
| 3M | -6.8% | +31.2% | -38.0% | -14.4% |
| 6M | +29.4% | +14.4% | +15.1% | +22.8% |
| YTD | +139.1% | +33.9% | +105.2% | +116.4% |
| 1Y | +521.0% | +65.1% | +455.9% | +429.8% |
| 3Y | +1,535.3% | +49.0% | +1,486.3% | +1,229.8% |
| 5Y | +889.8% | +30.3% | +859.5% | +702.3% |
| 10Y | +2,400.7% | +481.1% | +1,919.6% | +1,451.7% |
| All | +5,083.9% | +575.6% | +4,508.3% | +3,076.5% |
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