+901.5%
LITE vs USB
+40.0%
+861.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -1.5% | +1.4% | -3.0% | -2.4% |
| 30D | +6.7% | -1.3% | +8.0% | +7.4% |
| 3M | -6.8% | +15.2% | -22.0% | -14.3% |
| 6M | +29.4% | +18.8% | +10.6% | +16.8% |
| YTD | +139.1% | +21.0% | +118.1% | +112.4% |
| 1Y | +521.0% | +34.0% | +487.0% | +420.7% |
| 3Y | +1,535.3% | +95.3% | +1,440.0% | +1,061.3% |
| All | +901.5% | +40.0% | +861.5% | +688.4% |
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