+1,426.5%
LITE vs UPS
-5.9%
+1,432.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -3.0% |
| 7D | +22.6% | -0.6% | +23.1% | +22.9% |
| 30D | -36.8% | +16.4% | -53.2% | -40.1% |
| 3M | -33.0% | +7.9% | -40.9% | -35.1% |
| 6M | -37.1% | +15.8% | -52.9% | -40.9% |
| YTD | +69.5% | +16.6% | +52.9% | +57.7% |
| 1Y | +146.1% | +22.3% | +123.8% | +124.2% |
| All | +1,426.5% | -5.9% | +1,432.4% | +1,092.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling