+773.6%
LITE vs USHY
+47.8%
+725.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -35.9% | -0.3% | -35.7% | -35.3% |
| 30D | -51.5% | 0.0% | -51.6% | -51.2% |
| 3M | -35.7% | -1.8% | -33.9% | -32.2% |
| 6M | -43.0% | -1.0% | -41.9% | -40.8% |
| YTD | +46.1% | +0.5% | +45.7% | +47.6% |
| 1Y | +124.7% | +1.9% | +122.8% | +120.2% |
| 3Y | +1,172.1% | +24.9% | +1,147.2% | +729.1% |
| 5Y | +477.0% | +18.8% | +458.2% | +332.9% |
| All | +773.6% | +47.8% | +725.8% | +314.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling