+446.1%
LITE vs FLUT
-52.8%
+498.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.4% | -20.1% | -19.0% |
| 7D | -44.6% | +4.8% | -49.3% | -45.5% |
| 30D | -55.0% | +8.8% | -63.8% | -56.4% |
| 3M | -38.3% | -10.7% | -27.6% | -37.6% |
| 6M | -48.8% | -19.7% | -29.0% | -48.0% |
| YTD | +38.3% | -61.4% | +99.7% | +79.7% |
| 1Y | +119.0% | -61.6% | +180.6% | +185.2% |
| 3Y | +1,092.0% | -51.4% | +1,143.4% | +1,346.3% |
| 5Y | +446.1% | -51.0% | +497.1% | +521.6% |
| All | +446.1% | -52.8% | +498.8% | +521.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling