+3,068.2%
LITE vs UMC
+1,188.8%
+1,879.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +4.3% |
| 7D | -35.9% | -17.0% | -19.0% | -30.4% |
| 30D | -51.5% | -40.6% | -10.9% | -39.9% |
| 3M | -35.7% | -27.9% | -7.9% | -26.2% |
| 6M | -43.0% | -7.5% | -35.5% | -40.8% |
| YTD | +46.1% | +79.3% | -33.2% | +17.8% |
| 1Y | +124.7% | +92.8% | +31.9% | +77.1% |
| 3Y | +1,172.1% | +108.2% | +1,063.9% | +872.6% |
| 5Y | +477.0% | +68.4% | +408.6% | +357.7% |
| 10Y | +1,465.7% | +1,107.7% | +357.9% | +593.6% |
| All | +3,068.2% | +1,188.8% | +1,879.3% | +1,338.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling