+232.7%
LITE vs AUR
-17.4%
+250.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.4% | -3.4% | -6.0% |
| 7D | -31.4% | -19.8% | -11.6% | -25.3% |
| 30D | -42.6% | -29.0% | -13.5% | -34.4% |
| 3M | -26.2% | -43.6% | +17.3% | -8.5% |
| 6M | -35.8% | -36.6% | +0.9% | -22.5% |
| YTD | +70.0% | +6.3% | +63.8% | +70.0% |
| 1Y | +232.7% | -9.0% | +241.8% | +260.6% |
| All | +232.7% | -17.4% | +250.1% | +260.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling