+1,408.5%
LITE vs UL
+34.1%
+1,374.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.8% | +11.4% |
| 7D | -12.9% | +0.3% | -13.1% | -12.3% |
| 30D | -46.0% | +7.0% | -53.0% | -42.1% |
| 3M | -33.0% | +5.8% | -38.8% | -28.1% |
| 6M | -34.0% | +16.1% | -50.2% | -24.0% |
| YTD | +61.7% | +4.5% | +57.3% | +80.0% |
| 1Y | +148.3% | -1.3% | +149.6% | +169.0% |
| 3Y | +1,408.5% | +35.0% | +1,373.5% | +1,827.0% |
| All | +1,408.5% | +34.1% | +1,374.4% | +1,827.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling