+129.4%
LITE vs FND
-10.2%
+139.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.1% | +6.6% | +11.1% |
| 7D | -12.9% | +8.5% | -21.4% | -11.7% |
| 30D | -46.0% | +17.2% | -63.2% | -44.5% |
| 3M | -33.0% | -14.9% | -18.1% | -32.6% |
| 6M | -34.0% | +3.1% | -37.1% | -31.8% |
| YTD | +61.7% | -12.4% | +74.2% | +59.8% |
| All | +129.4% | -10.2% | +139.6% | +130.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling