+1,172.1%
LITE vs FND
-36.7%
+1,208.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | -35.9% | +7.7% | -43.6% | -37.1% |
| 30D | -51.5% | +11.9% | -63.4% | -52.9% |
| 3M | -35.7% | -14.6% | -21.2% | -33.4% |
| 6M | -43.0% | +0.5% | -43.4% | -44.5% |
| YTD | +46.1% | -15.8% | +62.0% | +47.4% |
| 1Y | +124.7% | -12.9% | +137.6% | +122.9% |
| 3Y | +1,172.1% | -34.2% | +1,206.2% | +937.3% |
| All | +1,172.1% | -36.7% | +1,208.8% | +937.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling