+129.4%
LITE vs UMAC
+17.2%
+112.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +13.3% | -2.6% | +7.9% |
| 7D | -12.9% | -5.5% | -7.4% | -11.7% |
| 30D | -46.0% | -35.3% | -10.7% | -41.3% |
| 3M | -33.0% | -48.4% | +15.3% | -25.7% |
| 6M | -34.0% | +0.4% | -34.5% | -33.9% |
| YTD | +61.7% | +5.8% | +55.9% | +46.4% |
| All | +129.4% | +17.2% | +112.2% | +97.7% |
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