+1,670.7%
LITE vs FLUT
-22.9%
+1,693.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.1% | +10.0% |
| 7D | +3.4% | +4.5% | -1.1% | +2.6% |
| 30D | -34.9% | +9.2% | -44.1% | -36.2% |
| 3M | -21.0% | -13.7% | -7.4% | -19.8% |
| 6M | -38.5% | -9.0% | -29.4% | -39.2% |
| YTD | +75.8% | -60.2% | +136.1% | +108.5% |
| 1Y | +156.7% | -63.1% | +219.8% | +210.2% |
| 3Y | +1,498.6% | -42.5% | +1,541.0% | +1,682.4% |
| 5Y | +610.9% | -47.6% | +658.5% | +676.6% |
| 10Y | +1,670.7% | -22.9% | +1,693.6% | +1,909.7% |
| All | +1,670.7% | -22.9% | +1,693.6% | +1,909.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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