+1,668.5%
LITE vs USHY
+28.5%
+1,640.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.1% |
| 7D | -1.5% | -0.1% | -1.4% | -0.8% |
| 30D | +6.7% | +0.1% | +6.6% | +6.4% |
| 3M | -6.8% | +0.8% | -7.6% | -10.1% |
| 6M | +29.4% | +1.7% | +27.7% | +20.4% |
| YTD | +139.1% | +2.5% | +136.6% | +113.9% |
| 1Y | +521.0% | +4.4% | +516.6% | +410.7% |
| All | +1,668.5% | +28.5% | +1,640.0% | +614.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling