+734.3%
LITE vs U
-29.6%
+763.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.2% | -9.7% | -5.6% |
| 7D | +10.8% | +2.6% | +8.2% | +10.0% |
| 30D | -33.4% | +27.6% | -61.0% | -37.8% |
| 3M | -32.2% | +15.3% | -47.6% | -35.4% |
| 6M | -42.1% | +96.4% | -138.5% | -51.6% |
| YTD | +61.9% | +19.6% | +42.3% | +46.3% |
| 1Y | +163.0% | +42.1% | +120.9% | +128.9% |
| 3Y | +1,358.0% | +87.5% | +1,270.5% | +1,031.2% |
| 5Y | +549.9% | -73.1% | +623.1% | +543.4% |
| All | +734.3% | -29.6% | +763.9% | +609.6% |
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