+5,083.9%
LITE vs UPS
+60.4%
+5,023.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.6% |
| 7D | -1.5% | -2.9% | +1.4% | -0.1% |
| 30D | +6.7% | -3.5% | +10.2% | +8.4% |
| 3M | -6.8% | -5.7% | -1.0% | -4.2% |
| 6M | +29.4% | -4.4% | +33.8% | +31.4% |
| YTD | +139.1% | +8.0% | +131.1% | +127.5% |
| 1Y | +521.0% | +29.0% | +492.0% | +438.2% |
| 3Y | +1,535.3% | -27.7% | +1,563.0% | +1,740.7% |
| 5Y | +889.8% | -34.3% | +924.2% | +1,043.1% |
| 10Y | +2,400.7% | +37.8% | +2,362.9% | +1,606.5% |
| All | +5,083.9% | +60.4% | +5,023.4% | +3,348.1% |
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