+2,898.2%
LITE vs FTI
+175.6%
+2,722.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.5% | -14.2% | -17.3% |
| 7D | -44.6% | -8.0% | -36.6% | -43.0% |
| 30D | -55.0% | -11.9% | -43.2% | -53.1% |
| 3M | -38.3% | -11.0% | -27.3% | -36.0% |
| 6M | -48.8% | -17.8% | -30.9% | -45.6% |
| YTD | +38.3% | +38.5% | -0.2% | +27.4% |
| 1Y | +119.0% | +45.9% | +73.0% | +99.2% |
| 3Y | +1,092.0% | +181.8% | +910.2% | +818.6% |
| 5Y | +446.1% | +748.6% | -302.6% | +209.8% |
| 10Y | +1,381.7% | +180.4% | +1,201.3% | +851.4% |
| All | +2,898.2% | +175.6% | +2,722.6% | +1,701.7% |
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