+1,587.5%
LITE vs FLUT
-25.6%
+1,613.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -13.9% | -1.5% | -12.4% | -13.7% |
| 30D | -46.9% | +3.4% | -50.4% | -47.5% |
| 3M | -28.0% | -12.5% | -15.5% | -27.2% |
| 6M | -35.2% | -18.5% | -16.7% | -34.7% |
| YTD | +58.9% | -61.6% | +120.5% | +89.4% |
| 1Y | +125.3% | -64.1% | +189.4% | +173.2% |
| 3Y | +1,344.4% | -44.5% | +1,388.9% | +1,519.8% |
| 5Y | +541.2% | -51.3% | +592.4% | +607.0% |
| 10Y | +1,587.5% | -25.6% | +1,613.1% | +1,834.8% |
| All | +1,587.5% | -25.6% | +1,613.1% | +1,834.8% |
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