+1,587.5%
LITE vs FTI
+178.7%
+1,408.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | -13.9% | -3.3% | -10.6% | -12.7% |
| 30D | -46.9% | -7.2% | -39.7% | -45.4% |
| 3M | -28.0% | -12.9% | -15.2% | -24.6% |
| 6M | -35.2% | -7.9% | -27.3% | -33.4% |
| YTD | +58.9% | +45.2% | +13.7% | +43.8% |
| 1Y | +125.3% | +48.1% | +77.3% | +103.0% |
| 3Y | +1,344.4% | +205.0% | +1,139.4% | +976.2% |
| 5Y | +541.2% | +838.8% | -297.7% | +244.2% |
| 10Y | +1,587.5% | +174.8% | +1,412.7% | +1,019.5% |
| All | +1,587.5% | +178.7% | +1,408.9% | +1,019.5% |
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