+521.0%
LITE vs UMAC
+164.0%
+357.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.1% | +4.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.5% |
| 30D | +6.7% | -7.7% | +14.3% | +6.9% |
| 3M | -6.8% | -26.4% | +19.7% | -5.6% |
| 6M | +29.4% | +61.9% | -32.4% | +14.4% |
| YTD | +139.1% | +86.5% | +52.6% | +97.4% |
| 1Y | +521.0% | +156.3% | +364.7% | +410.1% |
| All | +521.0% | +164.0% | +357.0% | +410.1% |
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