+1,408.5%
LITE vs AUR
+136.0%
+1,272.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.4% | +5.2% | +9.4% |
| 7D | -12.9% | +9.9% | -22.8% | -14.6% |
| 30D | -46.0% | -20.2% | -25.7% | -43.2% |
| 3M | -33.0% | -34.1% | +1.1% | -26.8% |
| 6M | -34.0% | -34.3% | +0.3% | -27.7% |
| YTD | +61.7% | +21.1% | +40.6% | +55.8% |
| 1Y | +148.3% | +7.6% | +140.6% | +144.5% |
| 3Y | +1,408.5% | +159.8% | +1,248.7% | +878.3% |
| All | +1,408.5% | +136.0% | +1,272.5% | +878.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling