+232.7%
LITE vs UDR
+14.9%
+217.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.6% | -11.4% | -5.0% |
| 7D | -31.4% | +7.2% | -38.7% | -27.4% |
| 30D | -42.6% | +10.5% | -53.0% | -38.1% |
| 3M | -26.2% | -2.3% | -24.0% | -25.9% |
| 6M | -35.8% | +4.0% | -39.8% | -34.7% |
| YTD | +70.0% | +5.6% | +64.4% | +69.6% |
| 1Y | +232.7% | +13.0% | +219.7% | +216.2% |
| All | +232.7% | +14.9% | +217.8% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 1y: compounded portfolio wealth divided by compounded UDR 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…
1y analysis · Full analysis span regression · 6 months rolling