+5,083.9%
LITE vs UL
+83.1%
+5,000.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | -1.3% | -0.2% | -1.4% |
| 30D | +6.7% | +0.5% | +6.2% | +6.5% |
| 3M | -6.8% | +17.6% | -24.4% | -10.1% |
| 6M | +29.4% | -5.4% | +34.8% | +30.5% |
| YTD | +139.1% | +0.7% | +138.4% | +137.5% |
| 1Y | +521.0% | -9.3% | +530.3% | +530.4% |
| 3Y | +1,535.3% | +24.5% | +1,510.8% | +1,382.5% |
| 5Y | +889.8% | +23.2% | +866.6% | +786.2% |
| 10Y | +2,400.7% | +64.5% | +2,336.2% | +1,964.1% |
| All | +5,083.9% | +83.1% | +5,000.7% | +4,243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling