+1,037.9%
LITE vs USAR
-13.4%
+1,051.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.5% | +4.2% | +9.8% |
| 7D | -12.9% | -1.1% | -11.8% | -12.6% |
| 30D | -46.0% | -30.3% | -15.7% | -43.4% |
| 3M | -33.0% | -54.7% | +21.7% | -26.6% |
| 6M | -34.0% | -67.5% | +33.5% | -25.9% |
| YTD | +61.7% | -26.4% | +88.1% | +70.5% |
| 1Y | +148.3% | -49.5% | +197.8% | +166.0% |
| 3Y | +1,408.5% | -14.5% | +1,423.0% | +1,336.3% |
| All | +1,037.9% | -13.4% | +1,051.4% | +996.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling