+1,038.8%
LITE vs USAR
-19.4%
+1,058.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.6% |
| 7D | +10.8% | -0.8% | +11.6% | +10.9% |
| 30D | -33.4% | -20.9% | -12.5% | -31.2% |
| 3M | -32.2% | -56.2% | +23.9% | -25.3% |
| 6M | -42.1% | -67.9% | +25.8% | -34.6% |
| YTD | +61.9% | -31.4% | +93.3% | +72.2% |
| 1Y | +163.0% | -45.1% | +208.0% | +182.8% |
| 3Y | +1,358.0% | -20.3% | +1,378.3% | +1,301.2% |
| All | +1,038.8% | -19.4% | +1,058.2% | +1,007.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling