+1,493.1%
LITE vs UL
+109.3%
+1,383.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.5% |
| 7D | +10.8% | +1.1% | +9.7% | +10.7% |
| 30D | -33.4% | +4.5% | -37.9% | -33.8% |
| 3M | -32.2% | +6.5% | -38.7% | -32.8% |
| 6M | -42.1% | +18.2% | -60.3% | -43.9% |
| YTD | +61.9% | +4.7% | +57.2% | +60.3% |
| 1Y | +163.0% | +0.8% | +162.2% | +162.2% |
| 3Y | +1,358.0% | +35.9% | +1,322.1% | +1,194.4% |
| 5Y | +549.9% | +33.4% | +516.5% | +470.1% |
| All | +1,493.1% | +109.3% | +1,383.8% | +1,348.7% |
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