+2,331.0%
LITE vs FLUT
-9.7%
+2,340.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.4% |
| 7D | -1.5% | -1.6% | +0.1% | -1.3% |
| 30D | +6.7% | +7.7% | -1.1% | +4.7% |
| 3M | -6.8% | -0.7% | -6.0% | -8.2% |
| 6M | +29.4% | -11.2% | +40.6% | +29.8% |
| YTD | +139.1% | -53.4% | +192.5% | +177.3% |
| 1Y | +521.0% | -65.8% | +586.8% | +675.2% |
| 3Y | +1,535.3% | -44.9% | +1,580.2% | +1,742.6% |
| 5Y | +889.8% | -49.7% | +939.5% | +976.5% |
| All | +2,331.0% | -9.7% | +2,340.8% | +2,577.8% |
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