+248.1%
LITE vs FRMI
-89.6%
+337.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +26.7% | -31.2% | -11.3% |
| 7D | +10.8% | +66.2% | -55.5% | -5.0% |
| 30D | -33.4% | -17.4% | -16.0% | -31.4% |
| 3M | -32.2% | -60.5% | +28.2% | -18.2% |
| 6M | -42.1% | -56.5% | +14.4% | -33.4% |
| YTD | +61.9% | -67.4% | +129.2% | +91.0% |
| 1Y | +163.0% | -85.1% | +248.1% | +274.5% |
| All | +248.1% | -89.6% | +337.7% | +438.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling