+3,409.5%
LITE vs FWONK
+328.5%
+3,081.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | +10.8% | +2.5% | +8.2% | +9.9% |
| 30D | -33.4% | +20.0% | -53.4% | -38.2% |
| 3M | -32.2% | +5.2% | -37.4% | -34.2% |
| 6M | -42.1% | +18.7% | -60.8% | -46.8% |
| YTD | +61.9% | +10.7% | +51.2% | +52.3% |
| 1Y | +163.0% | +8.2% | +154.7% | +149.6% |
| 3Y | +1,358.0% | +64.6% | +1,293.5% | +1,081.2% |
| 5Y | +549.9% | +92.5% | +457.4% | +390.2% |
| 10Y | +1,530.1% | +285.3% | +1,244.8% | +846.1% |
| All | +3,409.5% | +328.5% | +3,081.0% | +1,923.7% |
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