+1,670.7%
LITE vs UDR
+56.7%
+1,614.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +10.9% | +10.8% |
| 7D | +3.4% | -1.8% | +5.2% | +4.1% |
| 30D | -34.9% | +7.9% | -42.8% | -37.1% |
| 3M | -21.0% | -0.8% | -20.2% | -21.4% |
| 6M | -38.5% | 0.0% | -38.4% | -39.6% |
| YTD | +75.8% | +3.7% | +72.1% | +68.6% |
| 1Y | +156.7% | +8.5% | +148.2% | +141.2% |
| 3Y | +1,498.6% | +26.6% | +1,472.0% | +1,300.3% |
| 5Y | +610.9% | -20.2% | +631.1% | +641.4% |
| 10Y | +1,670.7% | +54.7% | +1,615.9% | +1,356.2% |
| All | +1,670.7% | +56.7% | +1,614.0% | +1,356.2% |
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 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