-48.8%
LITE vs FTV
+8.5%
-57.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.3% | -14.4% | -18.5% |
| 7D | -44.6% | -0.6% | -43.9% | -43.9% |
| 30D | -55.0% | +13.0% | -68.0% | -53.8% |
| 3M | -38.3% | +6.8% | -45.1% | -38.1% |
| 6M | -48.8% | +8.0% | -56.8% | -47.2% |
| All | -48.8% | +8.5% | -57.3% | -47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling