+541.2%
LITE vs FTV
+16.7%
+524.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.5% |
| 7D | -13.9% | +1.4% | -15.3% | -14.3% |
| 30D | -46.9% | +18.3% | -65.2% | -53.2% |
| 3M | -28.0% | +9.8% | -37.8% | -33.0% |
| 6M | -35.2% | +12.3% | -47.5% | -41.8% |
| YTD | +58.9% | +23.1% | +35.8% | +28.2% |
| 1Y | +125.3% | +32.5% | +92.8% | +69.5% |
| 3Y | +1,344.4% | +38.3% | +1,306.1% | +975.4% |
| 5Y | +541.2% | +16.8% | +524.3% | +432.1% |
| All | +541.2% | +16.7% | +524.5% | +432.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling