+3,712.1%
LITE vs FLR
+12.6%
+3,699.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.6% |
| 7D | +3.4% | +6.3% | -2.9% | +2.1% |
| 30D | -34.9% | +1.8% | -36.7% | -34.7% |
| 3M | -21.0% | -4.4% | -16.6% | -19.6% |
| 6M | -38.5% | +15.9% | -54.3% | -39.9% |
| YTD | +75.8% | +27.7% | +48.1% | +68.1% |
| 1Y | +156.7% | +11.6% | +145.1% | +153.7% |
| 3Y | +1,498.6% | +39.9% | +1,458.7% | +1,400.3% |
| 5Y | +610.9% | +127.5% | +483.4% | +504.1% |
| 10Y | +1,670.7% | +11.6% | +1,659.1% | +1,591.5% |
| All | +3,712.1% | +12.6% | +3,699.5% | +3,552.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling