+156.7%
LITE vs FTI
+50.1%
+106.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.3% | +9.4% | +9.6% |
| 7D | +3.4% | +1.4% | +2.0% | +3.1% |
| 30D | -34.9% | -6.3% | -28.6% | -30.9% |
| 3M | -21.0% | -13.1% | -7.9% | -11.6% |
| 6M | -38.5% | -8.0% | -30.5% | -34.8% |
| YTD | +75.8% | +47.1% | +28.8% | +34.0% |
| 1Y | +156.7% | +50.7% | +106.0% | +93.6% |
| All | +156.7% | +50.1% | +106.6% | +93.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling