+1,129.7%
LITE vs FND
+69.4%
+1,060.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | -35.9% | +7.7% | -43.6% | -37.6% |
| 30D | -51.5% | +11.9% | -63.4% | -53.5% |
| 3M | -35.7% | -14.6% | -21.2% | -33.5% |
| 6M | -43.0% | +0.5% | -43.4% | -45.1% |
| YTD | +46.1% | -15.8% | +62.0% | +46.1% |
| 1Y | +124.7% | -12.9% | +137.6% | +121.8% |
| 3Y | +1,172.1% | -34.2% | +1,206.2% | +1,239.3% |
| 5Y | +477.0% | -61.6% | +538.6% | +583.8% |
| All | +1,129.7% | +69.4% | +1,060.2% | +779.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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