+470.9%
LITE vs FRMI
-77.3%
+548.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +11.5% | -0.5% | +8.5% |
| 7D | +12.6% | +23.3% | -10.7% | +7.7% |
| 30D | +9.9% | -7.6% | +17.5% | +11.5% |
| 3M | +9.3% | +0.2% | +9.1% | +7.2% |
| 6M | +75.2% | -28.7% | +103.9% | +80.8% |
| YTD | +165.5% | -28.6% | +194.1% | +167.0% |
| All | +470.9% | -77.3% | +548.2% | +653.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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