+1,059.8%
LITE vs FRSH
-72.0%
+1,131.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.9% | +16.0% | +12.0% |
| 7D | +12.6% | -10.1% | +22.7% | +14.7% |
| 30D | +9.9% | +2.2% | +7.7% | +8.6% |
| 3M | +9.3% | +28.6% | -19.3% | +1.9% |
| 6M | +75.2% | +40.2% | +35.0% | +58.8% |
| YTD | +165.5% | -1.2% | +166.7% | +158.2% |
| 1Y | +555.0% | -7.9% | +562.9% | +546.3% |
| 3Y | +1,870.5% | -44.7% | +1,915.2% | +2,034.8% |
| All | +1,059.8% | -72.0% | +1,131.8% | +1,089.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling