+3,406.8%
LITE vs UMC
+1,285.6%
+2,121.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.5% | +3.2% | +7.7% |
| 7D | -12.9% | -9.2% | -3.7% | -8.8% |
| 30D | -46.0% | -35.1% | -10.8% | -35.2% |
| 3M | -33.0% | -20.5% | -12.6% | -25.9% |
| 6M | -34.0% | -1.7% | -32.3% | -33.2% |
| YTD | +61.7% | +92.8% | -31.0% | +26.8% |
| 1Y | +148.3% | +104.5% | +43.8% | +91.2% |
| 3Y | +1,408.5% | +129.8% | +1,278.7% | +1,012.7% |
| 5Y | +546.2% | +74.0% | +472.2% | +403.7% |
| 10Y | +1,533.3% | +1,198.4% | +334.9% | +603.7% |
| All | +3,406.8% | +1,285.6% | +2,121.2% | +1,448.9% |
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