+562.5%
LITE vs FLEX
+421.8%
+140.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -1.6% |
| 7D | +10.8% | +7.5% | +3.3% | +5.5% |
| 30D | -33.4% | -25.3% | -8.2% | -17.6% |
| 3M | -32.2% | -39.7% | +7.4% | -2.1% |
| 6M | -42.1% | -47.9% | +5.8% | -7.7% |
| YTD | +61.9% | +24.1% | +37.8% | +24.4% |
| 1Y | +163.0% | +26.0% | +137.0% | +101.0% |
| 3Y | +1,358.0% | +282.7% | +1,075.3% | +481.1% |
| All | +562.5% | +421.8% | +140.7% | +111.7% |
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