+562.5%
LITE vs FND
-63.9%
+626.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.9% |
| 7D | +10.8% | -6.8% | +17.6% | +13.0% |
| 30D | -33.4% | +8.0% | -41.4% | -35.3% |
| 3M | -32.2% | -18.9% | -13.3% | -28.9% |
| 6M | -42.1% | +4.7% | -46.8% | -44.7% |
| YTD | +61.9% | -21.6% | +83.4% | +65.7% |
| 1Y | +163.0% | -22.0% | +185.0% | +169.1% |
| 3Y | +1,358.0% | -40.4% | +1,398.5% | +1,483.6% |
| All | +562.5% | -63.9% | +626.3% | +666.2% |
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 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