+901.5%
LITE vs UL
+23.5%
+878.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | -1.3% | -0.2% | -1.8% |
| 30D | +6.7% | +0.5% | +6.2% | +7.0% |
| 3M | -6.8% | +17.6% | -24.4% | -4.8% |
| 6M | +29.4% | -5.4% | +34.8% | +32.1% |
| YTD | +139.1% | +0.7% | +138.4% | +143.9% |
| 1Y | +521.0% | -9.3% | +530.3% | +534.3% |
| 3Y | +1,535.3% | +24.5% | +1,510.8% | +1,487.6% |
| All | +901.5% | +23.5% | +878.0% | +855.5% |
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 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