+3,586.8%
LITE vs FIX
+4,488.5%
-901.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -15.1% | +7.2% | 0.0% |
| 7D | -31.4% | -18.9% | -12.5% | -23.7% |
| 30D | -42.6% | -36.3% | -6.3% | -27.4% |
| 3M | -26.2% | -38.5% | +12.3% | -4.4% |
| 6M | -35.8% | -42.3% | +6.5% | -12.6% |
| YTD | +70.0% | +17.1% | +52.9% | +70.0% |
| 1Y | +232.7% | +14.4% | +218.3% | +240.2% |
| 3Y | +1,365.7% | +486.7% | +879.1% | +727.9% |
| 5Y | +609.5% | +1,083.7% | -474.3% | +216.1% |
| 10Y | +1,721.9% | +3,932.4% | -2,210.5% | +516.2% |
| All | +3,586.8% | +4,488.5% | -901.7% | +1,307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling