+1,358.0%
LITE vs USHY
+25.4%
+1,332.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -3.8% |
| 7D | +10.8% | -0.4% | +11.2% | +14.0% |
| 30D | -33.4% | +0.6% | -34.0% | -35.2% |
| 3M | -32.2% | -2.0% | -30.2% | -22.8% |
| 6M | -42.1% | -0.5% | -41.6% | -39.0% |
| YTD | +61.9% | +0.6% | +61.3% | +61.6% |
| 1Y | +163.0% | +2.1% | +160.9% | +142.1% |
| 3Y | +1,358.0% | +25.3% | +1,332.7% | +517.2% |
| All | +1,358.0% | +25.4% | +1,332.6% | +517.2% |
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