+1,132.4%
LITE vs U
-44.5%
+1,176.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | -1.5% | -3.8% | +2.3% | -0.7% |
| 30D | +6.7% | +17.5% | -10.8% | +2.3% |
| 3M | -6.8% | +38.7% | -45.5% | -14.2% |
| 6M | +29.4% | +104.4% | -75.0% | +8.1% |
| YTD | +139.1% | -5.7% | +144.8% | +130.9% |
| 1Y | +521.0% | +3.7% | +517.3% | +487.7% |
| 3Y | +1,535.3% | +12.3% | +1,523.0% | +1,321.3% |
| 5Y | +889.8% | -68.8% | +958.7% | +870.7% |
| All | +1,132.4% | -44.5% | +1,176.8% | +1,020.5% |
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