+1,009.8%
LITE vs AUR
-34.2%
+1,044.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.7% | +8.4% | +10.6% |
| 7D | +12.6% | +19.2% | -6.6% | +9.0% |
| 30D | +9.9% | -7.8% | +17.7% | +11.4% |
| 3M | +9.3% | +4.0% | +5.3% | +8.7% |
| 6M | +75.2% | +45.0% | +30.2% | +64.5% |
| YTD | +165.5% | +69.5% | +95.9% | +141.8% |
| 1Y | +555.0% | +13.0% | +542.0% | +533.7% |
| 3Y | +1,870.5% | +90.4% | +1,780.1% | +1,507.7% |
| 5Y | +1,009.8% | -34.2% | +1,044.0% | +705.5% |
| All | +1,009.8% | -34.2% | +1,044.1% | +705.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling