+867.0%
LITE vs USHY
+48.2%
+818.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.3% | +10.4% | +9.9% |
| 7D | -12.9% | +0.8% | -13.7% | -14.6% |
| 30D | -46.0% | +0.2% | -46.2% | -45.9% |
| 3M | -33.0% | -1.7% | -31.4% | -29.5% |
| 6M | -34.0% | -0.6% | -33.4% | -32.2% |
| YTD | +61.7% | +0.8% | +61.0% | +62.2% |
| 1Y | +148.3% | +2.1% | +146.2% | +142.0% |
| 3Y | +1,408.5% | +26.0% | +1,382.5% | +864.2% |
| 5Y | +546.2% | +19.2% | +527.0% | +381.0% |
| All | +867.0% | +48.2% | +818.8% | +355.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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