+1,402.3%
LITE vs FLR
+11.0%
+1,391.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.3% | +2.3% | +4.8% |
| 7D | -35.9% | -0.8% | -35.1% | -35.6% |
| 30D | -51.5% | -9.1% | -42.4% | -50.0% |
| 3M | -35.7% | -4.7% | -31.1% | -34.6% |
| 6M | -43.0% | -14.2% | -28.7% | -40.3% |
| YTD | +46.1% | +17.3% | +28.8% | +42.8% |
| 1Y | +124.7% | +4.3% | +120.5% | +126.1% |
| 3Y | +1,172.1% | +30.7% | +1,141.3% | +1,118.1% |
| 5Y | +477.0% | +101.3% | +375.7% | +407.3% |
| All | +1,402.3% | +11.0% | +1,391.3% | +1,481.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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