+541.2%
LITE vs UL
+31.7%
+509.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -13.9% | +2.6% | -16.5% | -13.1% |
| 30D | -46.9% | +6.8% | -53.7% | -45.7% |
| 3M | -28.0% | +5.7% | -33.8% | -26.2% |
| 6M | -35.2% | +15.9% | -51.1% | -32.6% |
| YTD | +58.9% | +4.3% | +54.6% | +65.2% |
| 1Y | +125.3% | -0.4% | +125.7% | +134.2% |
| 3Y | +1,344.4% | +35.0% | +1,309.5% | +1,314.6% |
| 5Y | +541.2% | +31.6% | +509.6% | +518.1% |
| All | +541.2% | +31.7% | +509.5% | +518.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling