+1,402.3%
LITE vs FLUT
-26.3%
+1,428.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +5.9% |
| 7D | -35.9% | -1.1% | -34.9% | -36.0% |
| 30D | -51.5% | +7.7% | -59.2% | -52.5% |
| 3M | -35.7% | -12.2% | -23.6% | -35.0% |
| 6M | -43.0% | -17.6% | -25.4% | -42.7% |
| YTD | +46.1% | -62.0% | +108.1% | +74.5% |
| 1Y | +124.7% | -62.3% | +187.0% | +169.1% |
| 3Y | +1,172.1% | -52.0% | +1,224.0% | +1,362.5% |
| 5Y | +477.0% | -51.8% | +528.8% | +537.3% |
| All | +1,402.3% | -26.3% | +1,428.7% | +1,616.5% |
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