+146.1%
LITE vs U
+19.5%
+126.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.7% |
| 7D | +22.6% | +2.8% | +19.7% | +22.2% |
| 30D | -36.8% | +7.6% | -44.4% | -37.1% |
| 3M | -33.0% | +12.7% | -45.7% | -34.0% |
| 6M | -37.1% | +87.0% | -124.0% | -42.5% |
| YTD | +69.5% | +13.6% | +55.9% | +83.3% |
| 1Y | +146.1% | +25.3% | +120.8% | +141.6% |
| All | +146.1% | +19.5% | +126.6% | +141.6% |
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 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