+1,493.1%
LITE vs FTNT
+1,887.8%
-394.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.8% |
| 7D | +10.8% | +7.1% | +3.7% | +7.9% |
| 30D | -33.4% | -30.9% | -2.6% | -23.2% |
| 3M | -32.2% | -23.1% | -9.1% | -25.7% |
| 6M | -42.1% | +8.1% | -50.2% | -45.1% |
| YTD | +61.9% | +60.2% | +1.7% | +26.5% |
| 1Y | +163.0% | +57.0% | +106.0% | +107.4% |
| 3Y | +1,358.0% | +152.9% | +1,205.1% | +831.9% |
| 5Y | +549.9% | +85.9% | +464.0% | +325.8% |
| All | +1,493.1% | +1,887.8% | -394.7% | +144.2% |
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