+580.4%
LITE vs FTNT
+90.9%
+489.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.0% |
| 7D | +22.6% | +5.7% | +16.8% | +20.3% |
| 30D | -36.8% | -32.1% | -4.7% | -28.5% |
| 3M | -33.0% | -19.5% | -13.6% | -28.9% |
| 6M | -37.1% | +13.8% | -50.8% | -40.6% |
| YTD | +69.5% | +63.1% | +6.3% | +38.2% |
| 1Y | +146.1% | +57.7% | +88.4% | +103.4% |
| 3Y | +1,440.8% | +154.9% | +1,285.9% | +1,023.6% |
| 5Y | +580.4% | +89.3% | +491.2% | +393.1% |
| All | +580.4% | +90.9% | +489.6% | +393.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling