+1,721.9%
LITE vs FN
+789.5%
+932.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.0% | -1.9% | -3.7% |
| 7D | -31.4% | -7.0% | -24.4% | -28.4% |
| 30D | -42.6% | -24.7% | -17.9% | -30.2% |
| 3M | -26.2% | -35.7% | +9.4% | +0.2% |
| 6M | -35.8% | -52.4% | +16.6% | +6.2% |
| YTD | +70.0% | -25.0% | +95.0% | +107.1% |
| 1Y | +232.7% | -25.7% | +258.4% | +315.8% |
| 3Y | +1,365.7% | +110.2% | +1,255.5% | +776.1% |
| 5Y | +609.5% | +192.3% | +417.1% | +207.3% |
| 10Y | +1,721.9% | +812.3% | +909.7% | +204.7% |
| All | +1,721.9% | +789.5% | +932.5% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling