+2,259.5%
LITE vs UL
+65.1%
+2,194.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | -1.3% | -0.2% | -1.4% |
| 30D | +6.7% | +0.5% | +6.2% | +6.5% |
| 3M | -6.8% | +17.6% | -24.4% | -10.0% |
| 6M | +29.4% | -5.4% | +34.8% | +30.7% |
| YTD | +139.1% | +0.7% | +138.4% | +137.6% |
| 1Y | +521.0% | -9.3% | +530.3% | +531.2% |
| 3Y | +1,535.3% | +24.5% | +1,510.8% | +1,376.6% |
| 5Y | +889.8% | +23.2% | +866.6% | +782.1% |
| All | +2,259.5% | +65.1% | +2,194.4% | +2,106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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