+124.7%
LITE vs UPS
+24.0%
+100.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.1% | +6.0% |
| 7D | -35.9% | 0.0% | -36.0% | -35.8% |
| 30D | -51.5% | +17.3% | -68.9% | -53.0% |
| 3M | -35.7% | +6.6% | -42.3% | -36.5% |
| 6M | -43.0% | +12.0% | -55.0% | -44.3% |
| YTD | +46.1% | +14.4% | +31.8% | +41.8% |
| 1Y | +124.7% | +23.3% | +101.4% | +123.3% |
| All | +124.7% | +24.0% | +100.7% | +123.3% |
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