+1,587.5%
LITE vs FTNT
+1,844.8%
-257.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | -13.9% | -3.5% | -10.4% | -12.3% |
| 30D | -46.9% | -36.5% | -10.4% | -36.5% |
| 3M | -28.0% | -24.7% | -3.3% | -20.6% |
| 6M | -35.2% | +8.3% | -43.5% | -38.6% |
| YTD | +58.9% | +55.6% | +3.3% | +25.5% |
| 1Y | +125.3% | +50.2% | +75.1% | +80.9% |
| 3Y | +1,344.4% | +143.2% | +1,201.3% | +836.9% |
| 5Y | +541.2% | +85.5% | +455.7% | +318.6% |
| 10Y | +1,587.5% | +1,868.3% | -280.8% | +160.6% |
| All | +1,587.5% | +1,844.8% | -257.2% | +160.6% |
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