+446.1%
LITE vs UAL
+110.9%
+335.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.6% | -14.1% | -16.8% |
| 7D | -44.6% | +5.0% | -49.6% | -46.0% |
| 30D | -55.0% | -1.2% | -53.8% | -54.9% |
| 3M | -38.3% | -16.8% | -21.5% | -33.9% |
| 6M | -48.8% | +18.0% | -66.7% | -53.3% |
| YTD | +38.3% | -1.2% | +39.5% | +34.2% |
| 1Y | +119.0% | +14.3% | +104.7% | +99.1% |
| 3Y | +1,092.0% | +194.6% | +897.4% | +634.2% |
| 5Y | +446.1% | +109.6% | +336.4% | +247.5% |
| All | +446.1% | +110.9% | +335.2% | +247.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling