+1,124.4%
LITE vs AUR
-35.0%
+1,159.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +13.6% | +11.1% | +2.5% | +11.4% |
| 30D | +21.6% | -6.9% | +28.4% | +23.0% |
| 3M | +20.3% | +5.5% | +14.8% | +19.4% |
| 6M | +54.4% | +41.0% | +13.4% | +45.5% |
| YTD | +168.3% | +69.3% | +99.0% | +144.4% |
| 1Y | +551.8% | +14.0% | +537.8% | +529.9% |
| 3Y | +1,891.5% | +90.1% | +1,801.4% | +1,526.0% |
| 5Y | +1,014.7% | -34.4% | +1,049.1% | +770.5% |
| All | +1,124.4% | -35.0% | +1,159.4% | +840.9% |
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