+446.1%
LITE vs FLEX
+389.8%
+56.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -13.6% | -5.1% | -9.0% |
| 7D | -44.6% | -28.3% | -16.3% | -29.2% |
| 30D | -55.0% | -45.0% | -10.0% | -31.1% |
| 3M | -38.3% | -45.2% | +6.9% | -4.6% |
| 6M | -48.8% | -30.8% | -17.9% | -38.1% |
| YTD | +38.3% | +10.4% | +27.8% | +15.3% |
| 1Y | +119.0% | +2.3% | +116.7% | +95.2% |
| 3Y | +1,092.0% | +238.9% | +853.1% | +418.2% |
| 5Y | +446.1% | +386.0% | +60.1% | +86.2% |
| All | +446.1% | +389.8% | +56.3% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling