-38.5%
LITE vs FWONK
+18.3%
-56.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.6% | +12.6% |
| 7D | +3.4% | +12.4% | -9.0% | +17.8% |
| 30D | -34.9% | +18.5% | -53.4% | -22.7% |
| 3M | -21.0% | +8.6% | -29.6% | -13.7% |
| 6M | -38.5% | +19.8% | -58.3% | -28.0% |
| All | -38.5% | +18.3% | -56.8% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling