+2,502.5%
LITE vs UMC
+1,742.7%
+759.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.1% | +6.0% | +9.0% |
| 7D | +12.6% | +6.6% | +6.0% | +9.9% |
| 30D | +9.9% | +16.6% | -6.6% | +3.4% |
| 3M | +9.3% | +11.0% | -1.7% | +4.2% |
| 6M | +75.2% | +131.3% | -56.1% | +23.6% |
| YTD | +165.5% | +182.5% | -17.0% | +72.2% |
| 1Y | +555.0% | +222.3% | +332.7% | +304.9% |
| 3Y | +1,870.5% | +253.0% | +1,617.4% | +1,075.9% |
| 5Y | +1,009.8% | +141.8% | +868.0% | +624.7% |
| 10Y | +2,502.5% | +1,772.2% | +730.3% | +673.2% |
| All | +2,502.5% | +1,742.7% | +759.8% | +673.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling