+901.5%
LITE vs UMC
+118.0%
+783.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.6% | -0.6% | +1.7% |
| 7D | -1.5% | +5.0% | -6.5% | -4.0% |
| 30D | +6.7% | +7.7% | -1.0% | +2.4% |
| 3M | -6.8% | +1.7% | -8.4% | -8.8% |
| 6M | +29.4% | +113.9% | -84.5% | -15.9% |
| YTD | +139.1% | +168.9% | -29.8% | +35.1% |
| 1Y | +521.0% | +207.2% | +313.8% | +227.5% |
| 3Y | +1,535.3% | +227.7% | +1,307.6% | +727.8% |
| All | +901.5% | +118.0% | +783.5% | +459.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling