+901.5%
LITE vs FLEX
+657.3%
+244.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.0% |
| 7D | -1.5% | -0.9% | -0.6% | -0.9% |
| 30D | +6.7% | -10.1% | +16.8% | +15.3% |
| 3M | -6.8% | -31.3% | +24.6% | +20.7% |
| 6M | +29.4% | +71.3% | -41.8% | -19.8% |
| YTD | +139.1% | +81.2% | +57.8% | +41.0% |
| 1Y | +521.0% | +98.5% | +422.5% | +249.3% |
| 3Y | +1,535.3% | +428.2% | +1,107.0% | +425.2% |
| All | +901.5% | +657.3% | +244.3% | +152.7% |
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