+555.0%
LITE vs UDR
-2.7%
+557.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.8% | +10.5% |
| 7D | +12.6% | -2.1% | +14.7% | +11.1% |
| 30D | +9.9% | -5.6% | +15.6% | +6.0% |
| 3M | +9.3% | -5.8% | +15.1% | +5.4% |
| 6M | +75.2% | -1.1% | +76.3% | +72.4% |
| YTD | +165.5% | +1.6% | +163.9% | +162.1% |
| 1Y | +555.0% | -2.7% | +557.6% | +514.4% |
| All | +555.0% | -2.7% | +557.7% | +514.4% |
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