+1,402.3%
LITE vs FIX
+3,608.1%
-2,205.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.2% | +2.5% |
| 7D | -35.9% | -17.5% | -18.5% | -28.2% |
| 30D | -51.5% | -41.6% | -10.0% | -33.6% |
| 3M | -35.7% | -40.6% | +4.9% | -12.2% |
| 6M | -43.0% | -49.4% | +6.4% | -13.6% |
| YTD | +46.1% | +9.2% | +36.9% | +52.2% |
| 1Y | +124.7% | +6.5% | +118.3% | +139.6% |
| 3Y | +1,172.1% | +448.7% | +723.3% | +585.6% |
| 5Y | +477.0% | +948.7% | -471.7% | +138.2% |
| All | +1,402.3% | +3,608.1% | -2,205.8% | +309.6% |
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