+125.3%
LITE vs FTNT
+50.1%
+75.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -13.9% | -3.5% | -10.4% | -13.1% |
| 30D | -46.9% | -36.5% | -10.4% | -44.0% |
| 3M | -28.0% | -24.7% | -3.3% | -24.5% |
| 6M | -35.2% | +8.3% | -43.5% | -30.8% |
| YTD | +58.9% | +55.6% | +3.3% | +68.7% |
| 1Y | +125.3% | +50.2% | +75.1% | +145.6% |
| All | +125.3% | +50.1% | +75.2% | +145.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling