+119.0%
LITE vs U
+15.9%
+103.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +14.9% | -33.6% | -20.3% |
| 7D | -44.6% | +24.3% | -68.8% | -46.5% |
| 30D | -55.0% | +8.6% | -63.6% | -55.4% |
| 3M | -38.3% | +37.6% | -75.9% | -41.4% |
| 6M | -48.8% | +78.5% | -127.2% | -53.3% |
| YTD | +38.3% | +10.5% | +27.8% | +49.4% |
| 1Y | +119.0% | +15.2% | +103.8% | +129.1% |
| All | +119.0% | +15.9% | +103.1% | +129.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling