+901.5%
LITE vs FIX
+2,061.9%
-1,160.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +2.7% |
| 7D | -1.5% | +6.0% | -7.6% | -5.5% |
| 30D | +6.7% | -7.2% | +13.9% | +12.9% |
| 3M | -6.8% | -15.9% | +9.1% | +6.9% |
| 6M | +29.4% | +12.7% | +16.7% | +24.7% |
| YTD | +139.1% | +72.8% | +66.3% | +77.0% |
| 1Y | +521.0% | +122.9% | +398.1% | +302.8% |
| 3Y | +1,535.3% | +774.3% | +761.0% | +448.5% |
| All | +901.5% | +2,061.9% | -1,160.4% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling