+232.7%
LITE vs UMAC
+2.9%
+229.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -10.9% | +3.0% | -5.8% |
| 7D | -31.4% | -26.0% | -5.4% | -27.4% |
| 30D | -42.6% | -40.3% | -2.3% | -37.0% |
| 3M | -26.2% | -51.1% | +24.9% | -17.6% |
| 6M | -35.8% | -5.6% | -30.1% | -35.1% |
| YTD | +70.0% | +2.3% | +67.8% | +56.8% |
| 1Y | +232.7% | +7.9% | +224.9% | +198.9% |
| All | +232.7% | +2.9% | +229.8% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling