+2,898.2%
LITE vs FLEX
+713.1%
+2,185.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -13.6% | -5.1% | -10.7% |
| 7D | -44.6% | -28.3% | -16.3% | -32.2% |
| 30D | -55.0% | -45.0% | -10.0% | -35.9% |
| 3M | -38.3% | -45.2% | +6.9% | -11.4% |
| 6M | -48.8% | -30.8% | -17.9% | -39.3% |
| YTD | +38.3% | +10.4% | +27.8% | +26.1% |
| 1Y | +119.0% | +2.3% | +116.7% | +110.2% |
| 3Y | +1,092.0% | +238.9% | +853.1% | +548.4% |
| 5Y | +446.1% | +386.0% | +60.1% | +145.3% |
| 10Y | +1,381.7% | +551.1% | +830.6% | +423.5% |
| All | +2,898.2% | +713.1% | +2,185.1% | +872.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling