+1,873.3%
LITE vs UMAC
+549.5%
+1,323.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +9.3% | +1.7% | +10.2% |
| 7D | +12.6% | +14.7% | -2.1% | +11.3% |
| 30D | +9.9% | -0.5% | +10.4% | +9.5% |
| 3M | +9.3% | +0.5% | +8.8% | +8.1% |
| 6M | +75.2% | +57.9% | +17.3% | +65.0% |
| YTD | +165.5% | +103.9% | +61.6% | +142.8% |
| 1Y | +555.0% | +159.3% | +395.7% | +486.1% |
| All | +1,873.3% | +549.5% | +1,323.8% | +1,512.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling