+129.4%
LITE vs FTV
+31.3%
+98.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.6% | +8.0% | +10.4% |
| 7D | -12.9% | +0.4% | -13.3% | -12.7% |
| 30D | -46.0% | +17.2% | -63.2% | -46.1% |
| 3M | -33.0% | +8.9% | -41.9% | -33.2% |
| 6M | -34.0% | +11.3% | -45.3% | -34.1% |
| YTD | +61.7% | +21.9% | +39.8% | +56.3% |
| All | +129.4% | +31.3% | +98.1% | +128.4% |
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