+593.6%
LITE vs FLR
+114.4%
+479.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.4% |
| 7D | +22.6% | +10.1% | +12.5% | +16.7% |
| 30D | -36.8% | -0.5% | -36.3% | -35.8% |
| 3M | -33.0% | -4.8% | -28.2% | -30.6% |
| 6M | -37.1% | +10.7% | -47.8% | -39.1% |
| YTD | +69.5% | +25.0% | +44.5% | +54.8% |
| 1Y | +146.1% | +8.3% | +137.8% | +140.7% |
| 3Y | +1,440.8% | +36.8% | +1,404.0% | +1,216.2% |
| All | +593.6% | +114.4% | +479.2% | +405.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling