+1,563.7%
LITE vs UMC
+226.3%
+1,337.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.6% | -0.6% | +1.6% |
| 7D | -1.5% | +5.0% | -6.5% | -4.1% |
| 30D | +6.7% | +7.7% | -1.0% | +2.3% |
| 3M | -6.8% | +1.7% | -8.4% | -8.8% |
| 6M | +29.4% | +113.9% | -84.5% | -18.5% |
| YTD | +139.1% | +168.9% | -29.8% | +27.6% |
| 1Y | +521.0% | +207.2% | +313.8% | +205.1% |
| All | +1,563.7% | +226.3% | +1,337.4% | +685.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling