+1,402.3%
LITE vs FTV
+109.5%
+1,292.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.7% | +5.7% |
| 7D | -35.9% | +0.2% | -36.2% | -36.0% |
| 30D | -51.5% | +15.7% | -67.2% | -56.2% |
| 3M | -35.7% | +7.5% | -43.3% | -39.0% |
| 6M | -43.0% | +8.5% | -51.4% | -47.2% |
| YTD | +46.1% | +18.8% | +27.3% | +24.0% |
| 1Y | +124.7% | +28.5% | +96.2% | +79.4% |
| 3Y | +1,172.1% | +34.0% | +1,138.1% | +912.6% |
| 5Y | +477.0% | +12.6% | +464.4% | +409.7% |
| All | +1,402.3% | +109.5% | +1,292.8% | +740.7% |
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