+1,533.3%
LITE vs FTV
+113.3%
+1,420.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.6% | +8.0% | +8.8% |
| 7D | -12.9% | +0.4% | -13.3% | -12.7% |
| 30D | -46.0% | +17.2% | -63.2% | -51.6% |
| 3M | -33.0% | +8.9% | -41.9% | -37.0% |
| 6M | -34.0% | +11.3% | -45.3% | -39.9% |
| YTD | +61.7% | +21.9% | +39.8% | +34.9% |
| 1Y | +148.3% | +31.6% | +116.7% | +95.3% |
| 3Y | +1,408.5% | +38.1% | +1,370.4% | +1,077.5% |
| 5Y | +546.2% | +15.7% | +530.5% | +460.8% |
| 10Y | +1,533.3% | +107.5% | +1,425.9% | +797.2% |
| All | +1,533.3% | +113.3% | +1,420.0% | +797.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling