+901.5%
LITE vs FN
+289.0%
+612.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +1.9% |
| 7D | -1.5% | -1.7% | +0.1% | -0.4% |
| 30D | +6.7% | -22.0% | +28.6% | +25.3% |
| 3M | -6.8% | -43.0% | +36.3% | +34.3% |
| 6M | +29.4% | -27.7% | +57.2% | +60.5% |
| YTD | +139.1% | -10.5% | +149.6% | +159.2% |
| 1Y | +521.0% | +12.5% | +508.5% | +505.1% |
| 3Y | +1,535.3% | +153.8% | +1,381.5% | +934.6% |
| All | +901.5% | +289.0% | +612.5% | +398.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling