+609.5%
LITE vs USB
+23.7%
+585.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.9% | -9.8% | -8.8% |
| 7D | -31.4% | +2.4% | -33.8% | -32.4% |
| 30D | -42.6% | +6.6% | -49.2% | -44.8% |
| 3M | -26.2% | -4.1% | -22.1% | -25.2% |
| 6M | -35.8% | +12.5% | -48.3% | -41.0% |
| YTD | +70.0% | +17.6% | +52.4% | +51.7% |
| 1Y | +232.7% | +36.5% | +196.2% | +173.5% |
| 3Y | +1,365.7% | +95.4% | +1,270.3% | +934.4% |
| 5Y | +609.5% | +26.1% | +583.3% | +496.1% |
| All | +609.5% | +23.7% | +585.8% | +496.1% |
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