+3,068.2%
LITE vs FTI
+184.3%
+2,883.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.5% | +4.7% |
| 7D | -35.9% | -7.6% | -28.3% | -34.1% |
| 30D | -51.5% | -7.1% | -44.4% | -50.2% |
| 3M | -35.7% | -8.7% | -27.0% | -33.9% |
| 6M | -43.0% | -14.0% | -29.0% | -40.3% |
| YTD | +46.1% | +42.8% | +3.3% | +33.5% |
| 1Y | +124.7% | +50.4% | +74.3% | +102.7% |
| 3Y | +1,172.1% | +194.1% | +977.9% | +869.1% |
| 5Y | +477.0% | +775.2% | -298.2% | +224.5% |
| 10Y | +1,465.7% | +189.2% | +1,276.5% | +896.6% |
| All | +3,068.2% | +184.3% | +2,883.9% | +1,787.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling