+991.1%
LITE vs AUR
-36.6%
+1,027.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | -1.5% | +8.7% | -10.3% | -3.1% |
| 30D | +6.7% | -5.2% | +11.9% | +7.6% |
| 3M | -6.8% | -7.3% | +0.6% | -5.4% |
| 6M | +29.4% | +41.2% | -11.8% | +22.0% |
| YTD | +139.1% | +65.1% | +74.0% | +118.7% |
| 1Y | +521.0% | +13.4% | +507.6% | +500.8% |
| 3Y | +1,535.3% | +98.1% | +1,437.2% | +1,227.8% |
| 5Y | +889.8% | -36.0% | +925.9% | +676.1% |
| All | +991.1% | -36.6% | +1,027.7% | +741.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling