+1,493.1%
LITE vs USFR
+28.6%
+1,464.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +10.8% | +0.1% | +10.7% | +10.7% |
| 30D | -33.4% | +0.4% | -33.8% | -33.7% |
| 3M | -32.2% | +1.1% | -33.3% | -33.0% |
| 6M | -42.1% | +2.0% | -44.1% | -43.4% |
| YTD | +61.9% | +3.5% | +58.4% | +55.6% |
| 1Y | +163.0% | +4.1% | +158.9% | +150.8% |
| 3Y | +1,358.0% | +14.4% | +1,343.7% | +1,185.9% |
| 5Y | +549.9% | +21.4% | +528.5% | +448.8% |
| All | +1,493.1% | +28.6% | +1,464.6% | +1,259.7% |
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