+1,402.3%
LITE vs UL
+96.4%
+1,305.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +5.8% |
| 7D | -35.9% | +1.1% | -37.1% | -36.0% |
| 30D | -51.5% | +8.2% | -59.8% | -52.0% |
| 3M | -35.7% | +4.5% | -40.3% | -36.2% |
| 6M | -43.0% | +12.6% | -55.5% | -44.3% |
| YTD | +46.1% | +3.5% | +42.6% | +44.7% |
| 1Y | +124.7% | -0.4% | +125.1% | +124.1% |
| 3Y | +1,172.1% | +36.0% | +1,136.1% | +1,023.9% |
| 5Y | +477.0% | +30.9% | +446.1% | +407.7% |
| All | +1,402.3% | +96.4% | +1,305.9% | +1,228.6% |
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