+2,502.5%
LITE vs UPS
+35.8%
+2,466.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +11.9% |
| 7D | +12.6% | -2.1% | +14.7% | +13.7% |
| 30D | +9.9% | -2.3% | +12.2% | +11.0% |
| 3M | +9.3% | -5.2% | +14.5% | +11.8% |
| 6M | +75.2% | +1.4% | +73.8% | +72.2% |
| YTD | +165.5% | +6.1% | +159.4% | +154.4% |
| 1Y | +555.0% | +27.0% | +528.0% | +470.3% |
| 3Y | +1,870.5% | -25.9% | +1,896.4% | +2,088.0% |
| 5Y | +1,009.8% | -34.6% | +1,044.4% | +1,183.3% |
| 10Y | +2,502.5% | +36.2% | +2,466.3% | +1,511.6% |
| All | +2,502.5% | +35.8% | +2,466.7% | +1,511.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling