+459.1%
LITE vs FTV
+12.1%
+447.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.3% | -14.4% | -15.5% |
| 7D | -44.6% | -0.6% | -43.9% | -44.3% |
| 30D | -55.0% | +13.0% | -68.0% | -59.0% |
| 3M | -38.3% | +6.8% | -45.1% | -41.4% |
| 6M | -48.8% | +8.0% | -56.8% | -52.7% |
| YTD | +38.3% | +18.9% | +19.4% | +14.4% |
| 1Y | +119.0% | +30.8% | +88.2% | +65.5% |
| 3Y | +1,092.0% | +33.4% | +1,058.6% | +811.3% |
| All | +459.1% | +12.1% | +447.1% | +372.9% |
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