+29.4%
LITE vs FTI
+19.8%
+9.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.2% |
| 7D | -1.5% | +5.3% | -6.8% | -5.5% |
| 30D | +6.7% | +15.3% | -8.7% | -4.4% |
| 3M | -6.8% | +15.8% | -22.5% | -16.7% |
| 6M | +29.4% | +22.6% | +6.9% | -7.2% |
| All | +29.4% | +19.8% | +9.6% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling