+129.4%
LITE vs FLEX
+21.6%
+107.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +12.0% | -1.3% | +2.7% |
| 7D | -12.9% | -7.2% | -5.7% | -8.3% |
| 30D | -46.0% | -34.8% | -11.2% | -29.2% |
| 3M | -33.0% | -35.6% | +2.6% | -10.8% |
| 6M | -34.0% | -45.0% | +11.0% | -4.2% |
| YTD | +61.7% | +29.4% | +32.4% | +15.4% |
| All | +129.4% | +21.6% | +107.8% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling