+566.8%
LITE vs AUR
-55.9%
+622.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.4% | -3.8% | +3.9% |
| 7D | -35.9% | +1.1% | -37.1% | -35.9% |
| 30D | -51.5% | -22.9% | -28.6% | -49.2% |
| 3M | -35.7% | -35.0% | -0.8% | -30.8% |
| 6M | -43.0% | -39.3% | -3.6% | -37.7% |
| YTD | +46.1% | +14.8% | +31.3% | +42.5% |
| 1Y | +124.7% | +4.3% | +120.5% | +122.5% |
| 3Y | +1,172.1% | +125.0% | +1,047.1% | +940.6% |
| 5Y | +477.0% | -55.9% | +532.9% | +397.2% |
| All | +566.8% | -55.9% | +622.7% | +448.4% |
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