+901.5%
LITE vs FND
-60.2%
+961.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.5% |
| 7D | -1.5% | -5.2% | +3.7% | -0.1% |
| 30D | +6.7% | -19.9% | +26.5% | +13.2% |
| 3M | -6.8% | +2.7% | -9.5% | -9.1% |
| 6M | +29.4% | -21.7% | +51.1% | +36.4% |
| YTD | +139.1% | -17.5% | +156.6% | +143.4% |
| 1Y | +521.0% | -39.3% | +560.3% | +602.5% |
| 3Y | +1,535.3% | -49.8% | +1,585.1% | +1,787.1% |
| All | +901.5% | -60.2% | +961.7% | +981.8% |
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 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