+555.0%
LITE vs UMAC
+168.1%
+386.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +9.3% | +1.7% | +9.5% |
| 7D | +12.6% | +14.7% | -2.1% | +10.1% |
| 30D | +9.9% | -0.5% | +10.4% | +8.9% |
| 3M | +9.3% | +0.5% | +8.8% | +6.3% |
| 6M | +75.2% | +57.9% | +17.3% | +55.7% |
| YTD | +165.5% | +103.9% | +61.6% | +116.2% |
| 1Y | +555.0% | +159.3% | +395.7% | +432.4% |
| All | +555.0% | +168.1% | +386.9% | +432.4% |
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