+5,083.9%
LITE vs FIX
+6,670.8%
-1,586.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.0% |
| 7D | -1.5% | +6.0% | -7.6% | -4.4% |
| 30D | +6.7% | -7.2% | +13.9% | +11.2% |
| 3M | -6.8% | -15.9% | +9.1% | +3.4% |
| 6M | +29.4% | +12.7% | +16.7% | +27.1% |
| YTD | +139.1% | +72.8% | +66.3% | +94.5% |
| 1Y | +521.0% | +122.9% | +398.1% | +360.4% |
| 3Y | +1,535.3% | +774.3% | +761.0% | +646.4% |
| 5Y | +889.8% | +2,049.5% | -1,159.6% | +237.8% |
| 10Y | +2,400.7% | +5,821.5% | -3,420.7% | +589.0% |
| All | +5,083.9% | +6,670.8% | -1,586.9% | +1,510.5% |
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