-43.0%
LITE vs UPS
+13.1%
-56.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.1% | +5.5% |
| 7D | -35.9% | 0.0% | -36.0% | -35.5% |
| 30D | -51.5% | +17.3% | -68.9% | -51.2% |
| 3M | -35.7% | +6.6% | -42.3% | -35.0% |
| 6M | -43.0% | +12.0% | -55.0% | -39.7% |
| All | -43.0% | +13.1% | -56.1% | -39.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling