+5,083.9%
LITE vs FLR
+24.9%
+5,058.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.6% |
| 7D | -1.5% | +5.4% | -7.0% | -3.0% |
| 30D | +6.7% | +11.4% | -4.7% | +3.5% |
| 3M | -6.8% | +11.4% | -18.2% | -9.0% |
| 6M | +29.4% | +16.6% | +12.8% | +25.2% |
| YTD | +139.1% | +41.7% | +97.4% | +120.9% |
| 1Y | +521.0% | +35.4% | +485.6% | +480.7% |
| 3Y | +1,535.3% | +57.3% | +1,478.0% | +1,378.2% |
| 5Y | +889.8% | +241.0% | +648.9% | +672.8% |
| 10Y | +2,400.7% | +16.6% | +2,384.1% | +2,242.7% |
| All | +5,083.9% | +24.9% | +5,058.9% | +4,699.2% |
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