+1,096.3%
LITE vs USAR
-19.0%
+1,115.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.9% | -2.0% | -7.1% |
| 7D | -31.4% | -21.8% | -9.7% | -29.2% |
| 30D | -42.6% | -39.9% | -2.7% | -38.9% |
| 3M | -26.2% | -52.5% | +26.3% | -19.6% |
| 6M | -35.8% | -67.9% | +32.1% | -27.7% |
| YTD | +70.0% | -31.1% | +101.1% | +80.3% |
| 1Y | +232.7% | -49.8% | +282.6% | +258.0% |
| 3Y | +1,365.7% | -19.9% | +1,385.7% | +1,306.9% |
| All | +1,096.3% | -19.0% | +1,115.3% | +1,060.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling