+1,533.3%
LITE vs UDR
+54.2%
+1,479.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.6% |
| 7D | -12.9% | +2.2% | -15.1% | -13.7% |
| 30D | -46.0% | +8.0% | -54.0% | -47.8% |
| 3M | -33.0% | -3.3% | -29.8% | -32.6% |
| 6M | -34.0% | +1.0% | -35.1% | -35.6% |
| YTD | +61.7% | +4.2% | +57.6% | +54.8% |
| 1Y | +148.3% | +10.8% | +137.4% | +131.1% |
| 3Y | +1,408.5% | +30.1% | +1,378.4% | +1,205.0% |
| 5Y | +546.2% | -18.9% | +565.1% | +570.2% |
| 10Y | +1,533.3% | +53.4% | +1,479.9% | +1,200.3% |
| All | +1,533.3% | +54.2% | +1,479.2% | +1,200.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling