+1,002.9%
LITE vs FWONK
+94.7%
+908.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +11.3% |
| 7D | +12.6% | -2.1% | +14.7% | +13.5% |
| 30D | +9.9% | -7.7% | +17.6% | +13.3% |
| 3M | +9.3% | +9.3% | 0.0% | +3.3% |
| 6M | +75.2% | +13.3% | +61.9% | +61.0% |
| YTD | +165.5% | -3.6% | +169.1% | +164.5% |
| 1Y | +555.0% | -6.8% | +561.7% | +559.8% |
| 3Y | +1,870.5% | +43.9% | +1,826.6% | +1,512.5% |
| All | +1,002.9% | +94.7% | +908.2% | +631.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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