+2,405.2%
LITE vs UNH
+243.5%
+2,161.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.1% |
| 7D | +10.4% | -3.2% | +13.6% | +11.3% |
| 30D | +14.0% | -3.5% | +17.5% | +15.0% |
| 3M | +9.7% | -4.2% | +13.8% | +10.5% |
| 6M | +39.2% | +38.3% | +0.9% | +27.8% |
| YTD | +153.9% | +19.2% | +134.6% | +138.1% |
| 1Y | +467.5% | +15.0% | +452.5% | +435.2% |
| 3Y | +1,784.2% | -14.5% | +1,798.7% | +1,713.6% |
| 5Y | +990.3% | +4.6% | +985.7% | +817.4% |
| All | +2,405.2% | +243.5% | +2,161.7% | +1,280.8% |
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