+1,402.3%
LITE vs UAL
+94.5%
+1,307.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.6% | +5.0% |
| 7D | -35.9% | +8.2% | -44.1% | -37.7% |
| 30D | -51.5% | +2.3% | -53.9% | -52.0% |
| 3M | -35.7% | -12.7% | -23.0% | -33.2% |
| 6M | -43.0% | +12.7% | -55.7% | -45.8% |
| YTD | +46.1% | +0.8% | +45.3% | +42.5% |
| 1Y | +124.7% | +17.8% | +106.9% | +108.6% |
| 3Y | +1,172.1% | +206.7% | +965.4% | +790.7% |
| 5Y | +477.0% | +113.9% | +363.1% | +326.2% |
| All | +1,402.3% | +94.5% | +1,307.8% | +1,028.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling