+1,493.1%
LITE vs FTI
+189.4%
+1,303.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -5.1% |
| 7D | +10.8% | +4.3% | +6.5% | +9.4% |
| 30D | -33.4% | -4.7% | -28.8% | -32.1% |
| 3M | -32.2% | -13.5% | -18.7% | -28.8% |
| 6M | -42.1% | -8.7% | -33.4% | -40.3% |
| YTD | +61.9% | +49.0% | +12.9% | +45.3% |
| 1Y | +163.0% | +54.0% | +109.0% | +134.2% |
| 3Y | +1,358.0% | +211.6% | +1,146.4% | +978.2% |
| 5Y | +549.9% | +881.9% | -332.0% | +244.0% |
| All | +1,493.1% | +189.4% | +1,303.7% | +952.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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