+124.7%
LITE vs UL
-0.5%
+125.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +2.8% |
| 7D | -35.9% | +1.1% | -37.1% | -34.4% |
| 30D | -51.5% | +8.2% | -59.8% | -46.4% |
| 3M | -35.7% | +4.5% | -40.3% | -30.1% |
| 6M | -43.0% | +12.6% | -55.5% | -32.9% |
| YTD | +46.1% | +3.5% | +42.6% | +73.4% |
| 1Y | +124.7% | -0.4% | +125.1% | +159.5% |
| All | +124.7% | -0.5% | +125.2% | +159.5% |
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