+1,236.9%
LITE vs FND
+70.0%
+1,166.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -0.7% |
| 7D | -13.9% | +6.8% | -20.7% | -15.7% |
| 30D | -46.9% | +13.1% | -60.0% | -49.2% |
| 3M | -28.0% | -13.1% | -15.0% | -26.0% |
| 6M | -35.2% | -0.6% | -34.6% | -37.3% |
| YTD | +58.9% | -15.5% | +74.4% | +58.8% |
| 1Y | +125.3% | -13.7% | +139.0% | +123.2% |
| 3Y | +1,344.4% | -35.0% | +1,379.4% | +1,427.6% |
| 5Y | +541.2% | -60.1% | +601.2% | +651.5% |
| All | +1,236.9% | +70.0% | +1,166.9% | +856.2% |
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