+2,331.0%
LITE vs FIX
+5,813.3%
-3,482.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.0% |
| 7D | -1.5% | +6.0% | -7.6% | -4.6% |
| 30D | +6.7% | -7.2% | +13.9% | +11.6% |
| 3M | -6.8% | -15.9% | +9.1% | +4.1% |
| 6M | +29.4% | +12.7% | +16.7% | +26.6% |
| YTD | +139.1% | +72.8% | +66.3% | +90.4% |
| 1Y | +521.0% | +122.9% | +398.1% | +346.3% |
| 3Y | +1,535.3% | +774.3% | +761.0% | +579.4% |
| 5Y | +889.8% | +2,049.5% | -1,159.6% | +192.3% |
| All | +2,331.0% | +5,813.3% | -3,482.2% | +436.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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