+5,083.9%
LITE vs FLUT
+17.5%
+5,066.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.3% |
| 7D | -1.5% | -1.6% | +0.1% | -1.3% |
| 30D | +6.7% | +7.7% | -1.1% | +5.1% |
| 3M | -6.8% | -0.7% | -6.0% | -7.9% |
| 6M | +29.4% | -11.2% | +40.6% | +29.8% |
| YTD | +139.1% | -53.4% | +192.5% | +168.8% |
| 1Y | +521.0% | -65.8% | +586.8% | +639.9% |
| 3Y | +1,535.3% | -44.9% | +1,580.2% | +1,704.0% |
| 5Y | +889.8% | -49.7% | +939.5% | +959.0% |
| 10Y | +2,400.7% | -9.7% | +2,410.4% | +2,553.5% |
| All | +5,083.9% | +17.5% | +5,066.3% | +5,543.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling