+5,083.9%
LITE vs FN
+2,137.2%
+2,946.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.5% |
| 3M | -6.8% | -43.0% | +36.3% | +35.4% |
| 6M | +29.4% | -27.7% | +57.2% | +61.0% |
| YTD | +139.1% | -10.5% | +149.6% | +157.5% |
| 1Y | +521.0% | +12.5% | +508.5% | +493.0% |
| 3Y | +1,535.3% | +153.8% | +1,381.5% | +793.0% |
| 5Y | +889.8% | +288.0% | +601.8% | +274.8% |
| 10Y | +2,400.7% | +906.4% | +1,494.3% | +388.9% |
| All | +5,083.9% | +2,137.2% | +2,946.6% | +864.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling