+986.1%
LITE vs UMAC
+197.5%
+788.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.8% | -5.1% | +4.6% |
| 7D | -35.9% | -23.4% | -12.6% | -34.1% |
| 30D | -51.5% | -45.6% | -5.9% | -48.5% |
| 3M | -35.7% | -50.9% | +15.2% | -31.6% |
| 6M | -43.0% | -16.5% | -26.4% | -42.4% |
| YTD | +46.1% | -6.6% | +52.7% | +43.7% |
| 1Y | +124.7% | +10.7% | +114.0% | +117.6% |
| All | +986.1% | +197.5% | +788.6% | +853.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling