+5,083.9%
LITE vs FTI
+257.3%
+4,826.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -1.5% | +5.3% | -6.8% | -3.0% |
| 30D | +6.7% | +15.3% | -8.7% | +2.2% |
| 3M | -6.8% | +15.8% | -22.5% | -10.6% |
| 6M | +29.4% | +22.6% | +6.9% | +22.4% |
| YTD | +139.1% | +79.5% | +59.5% | +103.7% |
| 1Y | +521.0% | +102.0% | +419.0% | +413.0% |
| 3Y | +1,535.3% | +315.8% | +1,219.5% | +1,027.4% |
| 5Y | +889.8% | +1,129.5% | -239.7% | +402.2% |
| 10Y | +2,400.7% | +320.9% | +2,079.8% | +1,358.6% |
| All | +5,083.9% | +257.3% | +4,826.6% | +2,779.7% |
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