+660.8%
LITE vs FLNC
-85.9%
+746.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.8% | +3.2% | -2.2% |
| 7D | +22.6% | -7.1% | +29.6% | +24.5% |
| 30D | -36.8% | -30.2% | -6.6% | -31.6% |
| 3M | -33.0% | -64.1% | +31.1% | -17.9% |
| 6M | -37.1% | -77.7% | +40.7% | -16.9% |
| YTD | +69.5% | -76.1% | +145.5% | +108.7% |
| 1Y | +146.1% | -75.4% | +221.5% | +201.0% |
| 3Y | +1,440.8% | -72.4% | +1,513.2% | +1,478.2% |
| 5Y | +580.4% | -87.4% | +667.8% | +560.6% |
| All | +660.8% | -85.9% | +746.7% | +638.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling