+542.4%
LITE vs FND
-60.3%
+602.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -0.8% |
| 7D | -13.9% | +6.8% | -20.7% | -15.5% |
| 30D | -46.9% | +13.1% | -60.0% | -48.9% |
| 3M | -28.0% | -13.1% | -15.0% | -25.9% |
| 6M | -35.2% | -0.6% | -34.6% | -37.1% |
| YTD | +58.9% | -15.5% | +74.4% | +59.4% |
| 1Y | +125.3% | -13.7% | +139.0% | +123.9% |
| 3Y | +1,344.4% | -35.0% | +1,379.4% | +1,431.4% |
| All | +542.4% | -60.3% | +602.7% | +631.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling