+607.1%
LITE vs FRSH
-70.7%
+677.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +10.8% | +4.6% | +6.2% | +9.8% |
| 30D | -33.4% | -7.5% | -26.0% | -32.4% |
| 3M | -32.2% | -0.1% | -32.2% | -32.5% |
| 6M | -42.1% | +54.5% | -96.6% | -48.3% |
| YTD | +61.9% | +3.4% | +58.4% | +56.1% |
| 1Y | +163.0% | +6.4% | +156.6% | +151.3% |
| 3Y | +1,358.0% | -26.3% | +1,384.3% | +1,393.7% |
| 5Y | +549.9% | -66.4% | +616.3% | +555.0% |
| All | +607.1% | -70.7% | +677.9% | +618.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling