+1,563.7%
LITE vs UPS
-27.5%
+1,591.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.5% |
| 7D | -1.5% | -2.9% | +1.4% | -0.3% |
| 30D | +6.7% | -3.5% | +10.2% | +8.2% |
| 3M | -6.8% | -5.7% | -1.0% | -4.5% |
| 6M | +29.4% | -4.4% | +33.8% | +31.1% |
| YTD | +139.1% | +8.0% | +131.1% | +128.6% |
| 1Y | +521.0% | +29.0% | +492.0% | +447.0% |
| All | +1,563.7% | -27.5% | +1,591.2% | +1,577.5% |
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