+1,091.9%
LITE vs FLNC
-67.0%
+1,158.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.7% | +4.4% | +9.8% |
| 7D | +12.6% | +6.0% | +6.7% | +11.5% |
| 30D | +9.9% | -16.3% | +26.3% | +13.8% |
| 3M | +9.3% | -54.1% | +63.4% | +25.9% |
| 6M | +75.2% | -25.3% | +100.5% | +79.9% |
| YTD | +165.5% | -44.2% | +209.7% | +176.2% |
| 1Y | +555.0% | +53.1% | +501.9% | +456.5% |
| 3Y | +1,870.5% | -58.3% | +1,928.8% | +1,722.1% |
| All | +1,091.9% | -67.0% | +1,158.9% | +877.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling