+2,259.5%
LITE vs FTI
+311.9%
+1,947.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -1.5% | +5.3% | -6.8% | -3.1% |
| 30D | +6.7% | +15.3% | -8.7% | +2.0% |
| 3M | -6.8% | +15.8% | -22.5% | -10.8% |
| 6M | +29.4% | +22.6% | +6.9% | +22.1% |
| YTD | +139.1% | +79.5% | +59.5% | +102.1% |
| 1Y | +521.0% | +102.0% | +419.0% | +408.1% |
| 3Y | +1,535.3% | +315.8% | +1,219.5% | +1,006.7% |
| 5Y | +889.8% | +1,129.5% | -239.7% | +384.3% |
| All | +2,259.5% | +311.9% | +1,947.5% | +1,256.5% |
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