+5,083.9%
LITE vs UMC
+1,832.8%
+3,251.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.6% | -0.6% | +2.3% |
| 7D | -1.5% | +5.0% | -6.5% | -3.4% |
| 30D | +6.7% | +7.7% | -1.0% | +3.5% |
| 3M | -6.8% | +1.7% | -8.4% | -7.8% |
| 6M | +29.4% | +113.9% | -84.5% | -3.7% |
| YTD | +139.1% | +168.9% | -29.8% | +62.6% |
| 1Y | +521.0% | +207.2% | +313.8% | +303.9% |
| 3Y | +1,535.3% | +227.7% | +1,307.6% | +939.5% |
| 5Y | +889.8% | +118.0% | +771.8% | +586.0% |
| 10Y | +2,400.7% | +1,682.1% | +718.6% | +835.2% |
| All | +5,083.9% | +1,832.8% | +3,251.0% | +1,886.5% |
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