+3,068.2%
LITE vs FTNT
+1,158.6%
+1,909.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +6.8% |
| 7D | -35.9% | -12.7% | -23.3% | -32.0% |
| 30D | -51.5% | -37.2% | -14.3% | -42.4% |
| 3M | -35.7% | -25.8% | -10.0% | -29.3% |
| 6M | -43.0% | +32.1% | -75.1% | -50.5% |
| YTD | +46.1% | +49.7% | -3.5% | +19.2% |
| 1Y | +124.7% | +47.6% | +77.2% | +84.4% |
| 3Y | +1,172.1% | +137.2% | +1,034.9% | +763.7% |
| 5Y | +477.0% | +74.2% | +402.9% | +302.1% |
| 10Y | +1,465.7% | +1,824.2% | -358.6% | +309.6% |
| All | +3,068.2% | +1,158.6% | +1,909.5% | +720.8% |
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