+562.5%
LITE vs USHY
+19.5%
+542.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.2% |
| 7D | +10.8% | -0.4% | +11.2% | +12.3% |
| 30D | -33.4% | +0.6% | -34.0% | -34.2% |
| 3M | -32.2% | -2.0% | -30.2% | -27.7% |
| 6M | -42.1% | -0.5% | -41.6% | -40.5% |
| YTD | +61.9% | +0.6% | +61.3% | +62.7% |
| 1Y | +163.0% | +2.1% | +160.9% | +154.6% |
| 3Y | +1,358.0% | +25.3% | +1,332.7% | +850.3% |
| All | +562.5% | +19.5% | +542.9% | +430.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling