+5,083.9%
LITE vs UAL
+89.7%
+4,994.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +3.2% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | +6.7% | -16.1% | +22.8% | +12.4% |
| 3M | -6.8% | +6.1% | -12.9% | -8.7% |
| 6M | +29.4% | +10.8% | +18.6% | +24.1% |
| YTD | +139.1% | -0.4% | +139.5% | +134.9% |
| 1Y | +521.0% | +5.0% | +516.0% | +499.5% |
| 3Y | +1,535.3% | +124.0% | +1,411.3% | +1,150.4% |
| 5Y | +889.8% | +141.0% | +748.9% | +618.6% |
| 10Y | +2,400.7% | +118.0% | +2,282.7% | +1,683.5% |
| All | +5,083.9% | +89.7% | +4,994.2% | +3,750.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling