+1,493.1%
LITE vs UAL
+80.6%
+1,412.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.7% | -3.9% |
| 7D | +10.8% | -3.0% | +13.8% | +11.9% |
| 30D | -33.4% | +10.5% | -43.9% | -35.7% |
| 3M | -32.2% | -13.5% | -18.7% | -29.3% |
| 6M | -42.1% | +14.2% | -56.3% | -45.1% |
| YTD | +61.9% | -2.2% | +64.1% | +59.5% |
| 1Y | +163.0% | +12.5% | +150.5% | +147.8% |
| 3Y | +1,358.0% | +186.8% | +1,171.2% | +941.2% |
| 5Y | +549.9% | +119.4% | +430.5% | +379.1% |
| All | +1,493.1% | +80.6% | +1,412.6% | +1,173.4% |
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