+776.5%
LITE vs U
-43.4%
+819.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.9% | -12.7% | -9.0% |
| 7D | -31.4% | +7.5% | -38.9% | -32.7% |
| 30D | -42.6% | -7.0% | -35.5% | -41.7% |
| 3M | -26.2% | +20.6% | -46.8% | -29.8% |
| 6M | -35.8% | +53.2% | -89.0% | -42.7% |
| YTD | +70.0% | -3.9% | +73.9% | +63.1% |
| 1Y | +232.7% | +18.4% | +214.4% | +206.4% |
| 3Y | +1,365.7% | +53.6% | +1,312.1% | +1,102.1% |
| 5Y | +609.5% | -72.0% | +681.5% | +610.4% |
| All | +776.5% | -43.4% | +819.8% | +691.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling