+1,321.8%
LITE vs UAL
+90.6%
+1,231.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.6% | -14.1% | -17.3% |
| 7D | -44.6% | +5.0% | -49.6% | -45.6% |
| 30D | -55.0% | -1.2% | -53.8% | -55.0% |
| 3M | -38.3% | -16.8% | -21.5% | -35.0% |
| 6M | -48.8% | +18.0% | -66.7% | -52.1% |
| YTD | +38.3% | -1.2% | +39.5% | +35.7% |
| 1Y | +119.0% | +14.3% | +104.7% | +105.1% |
| 3Y | +1,092.0% | +194.6% | +897.4% | +744.0% |
| 5Y | +446.1% | +109.6% | +336.4% | +305.8% |
| All | +1,321.8% | +90.6% | +1,231.1% | +974.8% |
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