-37.0%
LITE vs USAR
-68.6%
+31.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.9% | -2.0% | -4.7% |
| 7D | -31.4% | -21.8% | -9.7% | -21.4% |
| 30D | -42.6% | -39.9% | -2.7% | -25.0% |
| 3M | -26.2% | -52.5% | +26.3% | +6.1% |
| All | -37.0% | -68.6% | +31.6% | +5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling