+580.4%
LITE vs USFR
+21.4%
+559.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +22.6% | +0.1% | +22.5% | +22.5% |
| 30D | -36.8% | +0.4% | -37.2% | -37.0% |
| 3M | -33.0% | +1.0% | -34.0% | -33.5% |
| 6M | -37.1% | +2.0% | -39.1% | -38.1% |
| YTD | +69.5% | +3.4% | +66.0% | +61.4% |
| 1Y | +146.1% | +4.1% | +142.0% | +130.0% |
| 3Y | +1,440.8% | +14.4% | +1,426.4% | +1,236.4% |
| 5Y | +580.4% | +21.4% | +559.1% | +569.8% |
| All | +580.4% | +21.4% | +559.1% | +569.8% |
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