+490.8%
LITE vs FLEX
+409.9%
+81.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.6% | +1.1% | +2.4% |
| 7D | -35.9% | -19.3% | -16.6% | -24.8% |
| 30D | -51.5% | -41.5% | -10.0% | -28.9% |
| 3M | -35.7% | -43.1% | +7.4% | -3.3% |
| 6M | -43.0% | -48.2% | +5.2% | -8.5% |
| YTD | +46.1% | +15.5% | +30.6% | +18.1% |
| 1Y | +124.7% | +10.2% | +114.5% | +90.0% |
| 3Y | +1,172.1% | +256.8% | +915.3% | +434.6% |
| All | +490.8% | +409.9% | +81.0% | +96.2% |
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