+2,502.5%
LITE vs FTNT
+2,029.1%
+473.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.8% | +10.3% | +10.7% |
| 7D | +12.6% | -2.7% | +15.3% | +13.8% |
| 30D | +9.9% | -1.4% | +11.3% | +9.9% |
| 3M | +9.3% | +10.1% | -0.8% | +4.6% |
| 6M | +75.2% | +88.2% | -13.0% | +31.5% |
| YTD | +165.5% | +98.3% | +67.2% | +93.3% |
| 1Y | +555.0% | +96.0% | +459.0% | +379.0% |
| 3Y | +1,870.5% | +145.8% | +1,724.7% | +1,191.7% |
| 5Y | +1,009.8% | +154.6% | +855.2% | +542.3% |
| 10Y | +2,502.5% | +2,063.6% | +438.8% | +367.4% |
| All | +2,502.5% | +2,029.1% | +473.4% | +367.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 10y: compounded portfolio wealth divided by compounded FTNT 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…
10y analysis · Full analysis span regression · 6 months rolling