+806.3%
LITE vs U
-33.8%
+840.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.4% | +12.0% | +11.0% |
| 7D | +3.4% | +16.9% | -13.5% | -1.2% |
| 30D | -34.9% | +6.4% | -41.3% | -36.5% |
| 3M | -21.0% | +13.2% | -34.2% | -24.3% |
| 6M | -38.5% | +84.8% | -123.2% | -47.8% |
| YTD | +75.8% | +12.4% | +63.4% | +61.2% |
| 1Y | +156.7% | +19.8% | +136.9% | +133.0% |
| 3Y | +1,498.6% | +83.8% | +1,414.7% | +1,148.6% |
| 5Y | +610.9% | -72.7% | +683.6% | +604.1% |
| All | +806.3% | -33.8% | +840.1% | +682.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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