+901.5%
LITE vs USFR
+20.4%
+881.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +6.7% | +0.3% | +6.4% | +6.3% |
| 3M | -6.8% | +1.0% | -7.8% | -8.2% |
| 6M | +29.4% | +1.9% | +27.5% | +24.4% |
| YTD | +139.1% | +2.6% | +136.5% | +123.7% |
| 1Y | +521.0% | +4.0% | +517.0% | +454.2% |
| 3Y | +1,535.3% | +14.1% | +1,521.2% | +1,149.9% |
| All | +901.5% | +20.4% | +881.1% | +638.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling