+1,402.3%
LITE vs FIVN
+102.4%
+1,299.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -17.6% | +23.3% | +10.5% |
| 7D | -35.9% | -22.6% | -13.3% | -31.6% |
| 30D | -51.5% | -16.8% | -34.8% | -49.3% |
| 3M | -35.7% | -0.9% | -34.9% | -37.4% |
| 6M | -43.0% | +28.4% | -71.4% | -49.6% |
| YTD | +46.1% | +40.2% | +5.9% | +21.0% |
| 1Y | +124.7% | +30.5% | +94.2% | +89.9% |
| 3Y | +1,172.1% | -56.2% | +1,228.3% | +1,350.1% |
| 5Y | +477.0% | -81.0% | +558.0% | +692.0% |
| All | +1,402.3% | +102.4% | +1,299.9% | +617.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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