+3,712.1%
LITE vs FWONK
+336.9%
+3,375.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.6% | +10.0% |
| 7D | +3.4% | +12.4% | -9.0% | -1.3% |
| 30D | -34.9% | +18.5% | -53.4% | -39.2% |
| 3M | -21.0% | +8.6% | -29.6% | -24.1% |
| 6M | -38.5% | +19.8% | -58.3% | -43.6% |
| YTD | +75.8% | +12.9% | +63.0% | +64.3% |
| 1Y | +156.7% | +9.0% | +147.7% | +143.2% |
| 3Y | +1,498.6% | +63.8% | +1,434.7% | +1,197.0% |
| 5Y | +610.9% | +95.1% | +515.8% | +433.6% |
| 10Y | +1,670.7% | +292.8% | +1,377.8% | +920.6% |
| All | +3,712.1% | +336.9% | +3,375.2% | +2,083.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling