+609.5%
LITE vs FIX
+1,064.8%
-455.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -15.1% | +7.2% | +3.0% |
| 7D | -31.4% | -18.9% | -12.5% | -20.6% |
| 30D | -42.6% | -36.3% | -6.3% | -20.7% |
| 3M | -26.2% | -38.5% | +12.3% | +5.1% |
| 6M | -35.8% | -42.3% | +6.5% | -2.7% |
| YTD | +70.0% | +17.1% | +52.9% | +66.0% |
| 1Y | +232.7% | +14.4% | +218.3% | +234.5% |
| 3Y | +1,365.7% | +486.7% | +879.1% | +543.0% |
| 5Y | +609.5% | +1,083.7% | -474.3% | +110.2% |
| All | +609.5% | +1,064.8% | -455.3% | +110.2% |
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 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