+2,898.2%
LITE vs FLUT
-2.6%
+2,900.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.4% | -20.1% | -18.9% |
| 7D | -44.6% | +4.8% | -49.3% | -45.1% |
| 30D | -55.0% | +8.8% | -63.8% | -55.8% |
| 3M | -38.3% | -10.7% | -27.6% | -37.9% |
| 6M | -48.8% | -19.7% | -29.0% | -48.2% |
| YTD | +38.3% | -61.4% | +99.7% | +58.9% |
| 1Y | +119.0% | -61.6% | +180.6% | +152.1% |
| 3Y | +1,092.0% | -51.4% | +1,143.4% | +1,235.4% |
| 5Y | +446.1% | -51.0% | +497.1% | +492.6% |
| 10Y | +1,381.7% | -25.2% | +1,406.9% | +1,506.6% |
| All | +2,898.2% | -2.6% | +2,900.8% | +3,235.6% |
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 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