+490.8%
LITE vs FLUT
-50.5%
+541.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.0% |
| 7D | -35.9% | -1.1% | -34.9% | -36.1% |
| 30D | -51.5% | +7.7% | -59.2% | -52.9% |
| 3M | -35.7% | -12.2% | -23.6% | -34.8% |
| 6M | -43.0% | -17.6% | -25.4% | -42.8% |
| YTD | +46.1% | -62.0% | +108.1% | +90.4% |
| 1Y | +124.7% | -62.3% | +187.0% | +193.7% |
| 3Y | +1,172.1% | -52.0% | +1,224.0% | +1,446.7% |
| All | +490.8% | -50.5% | +541.4% | +580.6% |
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