+1,172.1%
LITE vs FTI
+191.5%
+980.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.5% | +3.5% |
| 7D | -35.9% | -7.6% | -28.3% | -31.8% |
| 30D | -51.5% | -7.1% | -44.4% | -48.7% |
| 3M | -35.7% | -8.7% | -27.0% | -31.7% |
| 6M | -43.0% | -14.0% | -29.0% | -37.1% |
| YTD | +46.1% | +42.8% | +3.3% | +17.4% |
| 1Y | +124.7% | +50.4% | +74.3% | +75.3% |
| 3Y | +1,172.1% | +194.1% | +977.9% | +612.9% |
| All | +1,172.1% | +191.5% | +980.6% | +612.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling