+232.7%
LITE vs UMC
+112.5%
+120.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.1% | -5.8% | -6.8% |
| 7D | -31.4% | -14.7% | -16.8% | -25.3% |
| 30D | -42.6% | -32.9% | -9.7% | -29.4% |
| 3M | -26.2% | -22.2% | -4.1% | -15.9% |
| 6M | -35.8% | +25.9% | -61.7% | -41.7% |
| YTD | +70.0% | +107.9% | -37.9% | +5.7% |
| 1Y | +232.7% | +115.0% | +117.7% | +96.8% |
| All | +232.7% | +112.5% | +120.2% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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