+562.5%
LITE vs FLR
+112.0%
+450.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -3.9% |
| 7D | +10.8% | +5.4% | +5.4% | +8.0% |
| 30D | -33.4% | +2.8% | -36.3% | -33.5% |
| 3M | -32.2% | -6.4% | -25.8% | -29.1% |
| 6M | -42.1% | +8.8% | -50.9% | -43.4% |
| YTD | +61.9% | +23.6% | +38.3% | +48.8% |
| 1Y | +163.0% | +13.8% | +149.2% | +151.5% |
| 3Y | +1,358.0% | +36.5% | +1,321.5% | +1,149.9% |
| All | +562.5% | +112.0% | +450.4% | +385.8% |
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