+1,321.8%
LITE vs FIX
+3,416.6%
-2,094.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -11.6% | -7.1% | -12.0% |
| 7D | -44.6% | -27.2% | -17.3% | -33.1% |
| 30D | -55.0% | -46.9% | -8.1% | -35.0% |
| 3M | -38.3% | -44.4% | +6.1% | -12.6% |
| 6M | -48.8% | -50.9% | +2.2% | -20.9% |
| YTD | +38.3% | +3.5% | +34.7% | +48.4% |
| 1Y | +119.0% | -2.1% | +121.1% | +143.9% |
| 3Y | +1,092.0% | +418.7% | +673.3% | +562.9% |
| 5Y | +446.1% | +894.6% | -448.5% | +132.4% |
| All | +1,321.8% | +3,416.6% | -2,094.8% | +299.5% |
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