+1,172.1%
LITE vs USFR
+14.4%
+1,157.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.6% | +5.7% |
| 7D | -35.9% | +0.1% | -36.0% | -35.6% |
| 30D | -51.5% | +0.4% | -51.9% | -50.9% |
| 3M | -35.7% | +1.1% | -36.8% | -33.1% |
| 6M | -43.0% | +2.1% | -45.0% | -38.7% |
| YTD | +46.1% | +3.4% | +42.7% | +55.5% |
| 1Y | +124.7% | +4.1% | +120.6% | +132.3% |
| 3Y | +1,172.1% | +14.4% | +1,157.7% | +3,541.7% |
| All | +1,172.1% | +14.4% | +1,157.6% | +3,541.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling