+1,358.0%
LITE vs UL
+36.1%
+1,322.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -3.6% |
| 7D | +10.8% | +1.1% | +9.7% | +11.9% |
| 30D | -33.4% | +4.5% | -37.9% | -29.9% |
| 3M | -32.2% | +6.5% | -38.7% | -26.9% |
| 6M | -42.1% | +18.2% | -60.3% | -32.8% |
| YTD | +61.9% | +4.7% | +57.2% | +80.7% |
| 1Y | +163.0% | +0.8% | +162.2% | +188.4% |
| 3Y | +1,358.0% | +35.9% | +1,322.1% | +1,756.4% |
| All | +1,358.0% | +36.1% | +1,322.0% | +1,756.4% |
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