+673.4%
LITE vs AUR
-56.5%
+729.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.4% | +1.8% | -2.6% |
| 7D | +22.6% | +7.9% | +14.6% | +21.0% |
| 30D | -36.8% | -18.5% | -18.2% | -34.3% |
| 3M | -33.0% | -36.7% | +3.7% | -27.4% |
| 6M | -37.1% | -39.8% | +2.7% | -31.1% |
| YTD | +69.5% | +13.3% | +56.2% | +65.8% |
| 1Y | +146.1% | +2.8% | +143.3% | +144.5% |
| 3Y | +1,440.8% | +139.7% | +1,301.2% | +1,151.6% |
| 5Y | +580.4% | -56.5% | +636.9% | +488.1% |
| All | +673.4% | -56.5% | +729.9% | +538.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling