+446.1%
LITE vs USB
+22.2%
+423.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.1% | -16.6% | -17.6% |
| 7D | -44.6% | -1.5% | -43.1% | -44.1% |
| 30D | -55.0% | +4.3% | -59.3% | -56.2% |
| 3M | -38.3% | -6.1% | -32.2% | -36.7% |
| 6M | -48.8% | +9.4% | -58.2% | -52.1% |
| YTD | +38.3% | +15.2% | +23.1% | +25.1% |
| 1Y | +119.0% | +32.8% | +86.2% | +83.0% |
| 3Y | +1,092.0% | +91.3% | +1,000.7% | +753.2% |
| 5Y | +446.1% | +22.7% | +423.4% | +364.2% |
| All | +446.1% | +22.2% | +423.9% | +364.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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