+2,259.5%
LITE vs FTV
+79.5%
+2,179.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.7% |
| 7D | -1.5% | -4.5% | +3.0% | +1.6% |
| 30D | +6.7% | -7.1% | +13.7% | +12.1% |
| 3M | -6.8% | -7.2% | +0.4% | -3.4% |
| 6M | +29.4% | -1.5% | +30.9% | +28.1% |
| YTD | +139.1% | +3.5% | +135.6% | +124.0% |
| 1Y | +521.0% | +20.3% | +500.6% | +419.1% |
| 3Y | +1,535.3% | -3.1% | +1,538.4% | +1,528.2% |
| 5Y | +889.8% | +2.3% | +887.5% | +839.3% |
| All | +2,259.5% | +79.5% | +2,179.9% | +1,686.1% |
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