+107.2%
LITE vs FTI
+47.5%
+59.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.5% | +3.1% |
| 7D | -35.9% | -7.6% | -28.3% | -31.1% |
| 30D | -51.5% | -7.1% | -44.4% | -48.1% |
| 3M | -35.7% | -8.7% | -27.0% | -31.0% |
| 6M | -43.0% | -14.0% | -29.0% | -35.6% |
| YTD | +46.1% | +42.8% | +3.3% | +12.9% |
| All | +107.2% | +47.5% | +59.8% | +58.2% |
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