+613.2%
LITE vs FLNC
-85.3%
+698.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.1% | +7.3% | +0.1% |
| 7D | -13.9% | -10.7% | -3.2% | -11.8% |
| 30D | -46.9% | -33.9% | -13.0% | -42.0% |
| 3M | -28.0% | -61.2% | +33.2% | -13.2% |
| 6M | -35.2% | -79.7% | +44.5% | -13.4% |
| YTD | +58.9% | -75.2% | +134.0% | +94.1% |
| 1Y | +125.3% | -77.5% | +202.8% | +179.3% |
| 3Y | +1,344.4% | -71.4% | +1,415.8% | +1,367.8% |
| 5Y | +541.2% | -85.6% | +626.8% | +517.7% |
| All | +613.2% | -85.3% | +698.6% | +587.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 10y: compounded portfolio wealth divided by compounded FLNC 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…
10y analysis · Full analysis span regression · 6 months rolling