+521.0%
LITE vs FTV
+21.5%
+499.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.1% |
| 7D | -1.5% | -4.6% | +3.1% | -1.0% |
| 30D | +6.7% | -7.2% | +13.8% | +7.5% |
| 3M | -6.8% | -7.3% | +0.5% | -5.8% |
| 6M | +29.4% | -1.6% | +31.1% | +27.5% |
| YTD | +139.1% | +3.3% | +135.7% | +129.4% |
| 1Y | +521.0% | +20.2% | +500.8% | +420.6% |
| All | +521.0% | +21.5% | +499.5% | +420.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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