+653.2%
LITE vs U
-31.3%
+684.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +4.4% |
| 7D | -35.9% | +36.6% | -72.5% | -41.1% |
| 30D | -51.5% | +13.3% | -64.8% | -53.4% |
| 3M | -35.7% | +26.2% | -61.9% | -39.9% |
| 6M | -43.0% | +88.7% | -131.7% | -51.9% |
| YTD | +46.1% | +16.6% | +29.5% | +32.9% |
| 1Y | +124.7% | +29.0% | +95.8% | +100.7% |
| 3Y | +1,172.1% | +99.5% | +1,072.6% | +877.4% |
| 5Y | +477.0% | -66.1% | +543.1% | +448.2% |
| All | +653.2% | -31.3% | +684.5% | +545.0% |
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