+1,103.8%
LITE vs FIX
+420.3%
+683.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -11.6% | -7.1% | -9.2% |
| 7D | -44.6% | -27.2% | -17.3% | -28.0% |
| 30D | -55.0% | -46.9% | -8.1% | -24.4% |
| 3M | -38.3% | -44.4% | +6.1% | +0.5% |
| 6M | -48.8% | -50.9% | +2.2% | -6.4% |
| YTD | +38.3% | +3.5% | +34.7% | +48.1% |
| 1Y | +119.0% | -2.1% | +121.1% | +146.6% |
| All | +1,103.8% | +420.3% | +683.6% | +407.3% |
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