+928.0%
LITE vs USAR
-18.7%
+946.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.8% | -5.2% | +4.2% |
| 7D | -35.9% | -14.5% | -21.4% | -34.4% |
| 30D | -51.5% | -37.8% | -13.7% | -48.5% |
| 3M | -35.7% | -52.8% | +17.0% | -29.8% |
| 6M | -43.0% | -71.2% | +28.3% | -35.1% |
| YTD | +46.1% | -30.9% | +77.0% | +55.2% |
| 1Y | +124.7% | -48.0% | +172.7% | +141.9% |
| 3Y | +1,172.1% | -19.7% | +1,191.8% | +1,123.5% |
| All | +928.0% | -18.7% | +946.8% | +898.7% |
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