+5,083.9%
LITE vs FTNT
+1,555.3%
+3,528.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | -5.8% | +4.3% | +0.7% |
| 30D | +6.7% | -4.8% | +11.4% | +8.1% |
| 3M | -6.8% | +4.4% | -11.2% | -8.6% |
| 6M | +29.4% | +88.8% | -59.3% | -1.4% |
| YTD | +139.1% | +96.8% | +42.3% | +77.8% |
| 1Y | +521.0% | +104.5% | +416.5% | +354.6% |
| 3Y | +1,535.3% | +156.8% | +1,378.5% | +982.2% |
| 5Y | +889.8% | +144.1% | +745.8% | +509.7% |
| 10Y | +2,400.7% | +2,021.8% | +378.9% | +514.8% |
| All | +5,083.9% | +1,555.3% | +3,528.6% | +1,124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling