+214.2%
LITE vs FRMI
-93.8%
+308.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +5.0% |
| 7D | -35.9% | -39.8% | +3.9% | -26.2% |
| 30D | -51.5% | -60.5% | +8.9% | -38.8% |
| 3M | -35.7% | -74.6% | +38.9% | -10.8% |
| 6M | -43.0% | -71.8% | +28.8% | -24.7% |
| YTD | +46.1% | -80.4% | +126.5% | +101.1% |
| 1Y | +124.7% | -93.9% | +218.6% | +298.8% |
| All | +214.2% | -93.8% | +308.0% | +467.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling