+1,172.1%
LITE vs U
+81.5%
+1,090.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +4.2% |
| 7D | -35.9% | +36.6% | -72.5% | -42.3% |
| 30D | -51.5% | +13.3% | -64.8% | -53.8% |
| 3M | -35.7% | +26.2% | -61.9% | -40.9% |
| 6M | -43.0% | +88.7% | -131.7% | -54.2% |
| YTD | +46.1% | +16.6% | +29.5% | +31.7% |
| 1Y | +124.7% | +29.0% | +95.8% | +96.5% |
| 3Y | +1,172.1% | +99.5% | +1,072.6% | +704.2% |
| All | +1,172.1% | +81.5% | +1,090.6% | +704.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling