+1,499.9%
LITE vs UNH
+226.2%
+1,273.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.2% |
| 7D | -13.9% | +0.2% | -14.1% | -13.8% |
| 30D | -46.9% | +6.8% | -53.7% | -47.8% |
| 3M | -28.0% | -0.3% | -27.7% | -28.0% |
| 6M | -35.2% | +7.9% | -43.1% | -36.6% |
| YTD | +58.9% | +25.1% | +33.7% | +47.2% |
| 1Y | +125.3% | +29.3% | +96.0% | +106.3% |
| 3Y | +1,344.4% | -20.3% | +1,364.7% | +1,351.5% |
| 5Y | +541.2% | -3.6% | +544.7% | +470.7% |
| All | +1,499.9% | +226.2% | +1,273.7% | +882.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 10y: compounded portfolio wealth divided by compounded UNH 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…
10y analysis · Full analysis span regression · 6 months rolling