+3,068.2%
LITE vs UPS
+69.9%
+2,998.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.1% | +6.8% |
| 7D | -35.9% | 0.0% | -36.0% | -36.1% |
| 30D | -51.5% | +17.3% | -68.9% | -55.4% |
| 3M | -35.7% | +6.6% | -42.3% | -38.5% |
| 6M | -43.0% | +12.0% | -55.0% | -47.0% |
| YTD | +46.1% | +14.4% | +31.8% | +33.6% |
| 1Y | +124.7% | +23.3% | +101.4% | +97.0% |
| 3Y | +1,172.1% | -9.6% | +1,181.7% | +1,156.7% |
| 5Y | +477.0% | -34.1% | +511.1% | +563.1% |
| 10Y | +1,465.7% | +49.5% | +1,416.2% | +917.3% |
| All | +3,068.2% | +69.9% | +2,998.3% | +1,924.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling