+2,898.2%
LITE vs UL
+93.1%
+2,805.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.2% | -19.9% | -18.8% |
| 7D | -44.6% | +5.5% | -50.1% | -44.9% |
| 30D | -55.0% | +11.4% | -66.4% | -55.6% |
| 3M | -38.3% | +6.0% | -44.3% | -38.9% |
| 6M | -48.8% | +18.0% | -66.7% | -50.5% |
| YTD | +38.3% | +6.2% | +32.1% | +36.3% |
| 1Y | +119.0% | +1.5% | +117.5% | +117.8% |
| 3Y | +1,092.0% | +39.8% | +1,052.2% | +949.7% |
| 5Y | +446.1% | +34.3% | +411.7% | +379.4% |
| 10Y | +1,381.7% | +102.6% | +1,279.0% | +1,070.7% |
| All | +2,898.2% | +93.1% | +2,805.1% | +2,393.4% |
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