+163.0%
LITE vs FTV
+31.1%
+131.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +10.8% | +3.9% | +6.9% | +10.3% |
| 30D | -33.4% | +18.7% | -52.1% | -33.7% |
| 3M | -32.2% | +10.0% | -42.3% | -32.5% |
| 6M | -42.1% | +14.6% | -56.7% | -42.3% |
| YTD | +61.9% | +23.4% | +38.4% | +56.7% |
| 1Y | +163.0% | +31.3% | +131.7% | +152.2% |
| All | +163.0% | +31.1% | +131.9% | +152.2% |
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 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