+1,670.7%
LITE vs USFR
+28.5%
+1,642.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -34.9% | +0.4% | -35.3% | -35.2% |
| 3M | -21.0% | +1.1% | -22.1% | -21.9% |
| 6M | -38.5% | +2.1% | -40.5% | -39.8% |
| YTD | +75.8% | +3.4% | +72.4% | +69.0% |
| 1Y | +156.7% | +4.1% | +152.6% | +144.8% |
| 3Y | +1,498.6% | +14.4% | +1,484.2% | +1,309.9% |
| 5Y | +610.9% | +21.4% | +589.5% | +500.4% |
| 10Y | +1,670.7% | +28.5% | +1,642.1% | +1,415.7% |
| All | +1,670.7% | +28.5% | +1,642.1% | +1,415.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling