+163.0%
LITE vs UL
+0.7%
+162.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -3.2% |
| 7D | +10.8% | +1.1% | +9.7% | +12.3% |
| 30D | -33.4% | +4.5% | -37.9% | -28.6% |
| 3M | -32.2% | +6.5% | -38.7% | -25.0% |
| 6M | -42.1% | +18.2% | -60.3% | -30.6% |
| YTD | +61.9% | +4.7% | +57.2% | +95.7% |
| 1Y | +163.0% | +0.8% | +162.2% | +215.0% |
| All | +163.0% | +0.7% | +162.3% | +215.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling