+125.3%
LITE vs FLUT
-63.4%
+188.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.6% |
| 7D | -13.9% | -1.5% | -12.4% | -14.2% |
| 30D | -46.9% | +3.4% | -50.4% | -46.2% |
| 3M | -28.0% | -12.5% | -15.5% | -28.8% |
| 6M | -35.2% | -18.5% | -16.7% | -36.4% |
| YTD | +58.9% | -61.6% | +120.5% | +99.0% |
| 1Y | +125.3% | -64.1% | +189.4% | +193.0% |
| All | +125.3% | -63.4% | +188.7% | +193.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling