+773.5%
LITE vs U
-33.1%
+806.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.8% |
| 7D | +22.6% | +2.8% | +19.7% | +21.8% |
| 30D | -36.8% | +7.6% | -44.4% | -38.5% |
| 3M | -33.0% | +12.7% | -45.7% | -35.8% |
| 6M | -37.1% | +87.0% | -124.0% | -46.7% |
| YTD | +69.5% | +13.6% | +55.9% | +55.0% |
| 1Y | +146.1% | +25.3% | +120.8% | +121.1% |
| 3Y | +1,440.8% | +85.8% | +1,355.0% | +1,100.5% |
| 5Y | +580.4% | -74.5% | +654.9% | +581.8% |
| All | +773.5% | -33.1% | +806.6% | +652.0% |
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