+542.4%
LITE vs UAL
+133.8%
+408.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -13.9% | +12.5% | -26.4% | -17.9% |
| 30D | -46.9% | +12.2% | -59.1% | -49.5% |
| 3M | -28.0% | -2.6% | -25.4% | -27.6% |
| 6M | -35.2% | +21.1% | -56.3% | -41.2% |
| YTD | +58.9% | +7.8% | +51.1% | +49.0% |
| 1Y | +125.3% | +25.4% | +99.9% | +97.7% |
| 3Y | +1,344.4% | +217.3% | +1,127.1% | +762.5% |
| All | +542.4% | +133.8% | +408.6% | +295.7% |
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