+3,068.2%
LITE vs USFR
+28.3%
+3,039.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.6% | +5.6% |
| 7D | -35.9% | +0.1% | -36.0% | -36.0% |
| 30D | -51.5% | +0.4% | -51.9% | -51.7% |
| 3M | -35.7% | +1.1% | -36.8% | -36.5% |
| 6M | -43.0% | +2.1% | -45.0% | -44.2% |
| YTD | +46.1% | +3.4% | +42.7% | +40.8% |
| 1Y | +124.7% | +4.1% | +120.6% | +114.9% |
| 3Y | +1,172.1% | +14.4% | +1,157.7% | +1,012.2% |
| 5Y | +477.0% | +21.3% | +455.7% | +377.6% |
| 10Y | +1,465.7% | +28.5% | +1,437.2% | +1,150.7% |
| All | +3,068.2% | +28.3% | +3,039.9% | +2,521.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling