+1,563.7%
LITE vs FIX
+782.4%
+781.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +2.5% |
| 7D | -1.5% | +6.0% | -7.6% | -5.9% |
| 30D | +6.7% | -7.2% | +13.9% | +13.6% |
| 3M | -6.8% | -15.9% | +9.1% | +8.2% |
| 6M | +29.4% | +12.7% | +16.7% | +23.6% |
| YTD | +139.1% | +72.8% | +66.3% | +70.2% |
| 1Y | +521.0% | +122.9% | +398.1% | +281.2% |
| All | +1,563.7% | +782.4% | +781.3% | +433.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling