+232.7%
LITE vs UPS
+29.9%
+202.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.7% | -12.6% | -8.3% |
| 7D | -31.4% | +8.2% | -39.7% | -32.2% |
| 30D | -42.6% | +22.7% | -65.3% | -44.6% |
| 3M | -26.2% | +6.4% | -32.7% | -26.0% |
| 6M | -35.8% | +22.6% | -58.4% | -38.5% |
| YTD | +70.0% | +20.7% | +49.3% | +66.8% |
| 1Y | +232.7% | +30.6% | +202.1% | +234.2% |
| All | +232.7% | +29.9% | +202.8% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 1y: compounded portfolio wealth divided by compounded UPS 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…
1y analysis · Full analysis span regression · 6 months rolling