+1,563.7%
LITE vs FTV
-3.2%
+1,566.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.7% |
| 7D | -1.5% | -4.5% | +3.0% | +1.8% |
| 30D | +6.7% | -7.1% | +13.7% | +12.5% |
| 3M | -6.8% | -7.2% | +0.4% | -3.3% |
| 6M | +29.4% | -1.5% | +30.9% | +26.9% |
| YTD | +139.1% | +3.5% | +135.6% | +117.6% |
| 1Y | +521.0% | +20.3% | +500.6% | +379.4% |
| All | +1,563.7% | -3.2% | +1,566.9% | +1,380.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling