+1,262.1%
LITE vs FND
+57.9%
+1,204.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.8% |
| 7D | +10.8% | -6.8% | +17.6% | +13.2% |
| 30D | -33.4% | +8.0% | -41.4% | -35.5% |
| 3M | -32.2% | -18.9% | -13.3% | -28.8% |
| 6M | -42.1% | +4.7% | -46.8% | -44.8% |
| YTD | +61.9% | -21.6% | +83.4% | +65.4% |
| 1Y | +163.0% | -22.0% | +185.0% | +168.7% |
| 3Y | +1,358.0% | -40.4% | +1,398.5% | +1,483.0% |
| 5Y | +549.9% | -63.8% | +613.7% | +684.8% |
| All | +1,262.1% | +57.9% | +1,204.3% | +896.0% |
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