+1,533.3%
LITE vs FTI
+185.2%
+1,348.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +10.0% | +10.5% |
| 7D | -12.9% | -4.3% | -8.6% | -11.4% |
| 30D | -46.0% | -8.0% | -37.9% | -44.3% |
| 3M | -33.0% | -8.0% | -25.0% | -31.1% |
| 6M | -34.0% | -8.7% | -25.4% | -32.0% |
| YTD | +61.7% | +43.9% | +17.9% | +46.8% |
| 1Y | +148.3% | +49.8% | +98.5% | +123.2% |
| 3Y | +1,408.5% | +211.7% | +1,196.8% | +1,020.1% |
| 5Y | +546.2% | +781.6% | -235.4% | +253.4% |
| 10Y | +1,533.3% | +180.2% | +1,353.1% | +1,002.6% |
| All | +1,533.3% | +185.2% | +1,348.1% | +1,002.6% |
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