+156.7%
LITE vs UDR
+9.8%
+146.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +10.9% | +10.5% |
| 7D | +3.4% | -1.8% | +5.2% | +1.9% |
| 30D | -34.9% | +7.9% | -42.8% | -30.9% |
| 3M | -21.0% | -0.8% | -20.2% | -20.3% |
| 6M | -38.5% | 0.0% | -38.4% | -38.5% |
| YTD | +75.8% | +3.7% | +72.1% | +70.6% |
| 1Y | +156.7% | +8.5% | +148.2% | +139.4% |
| All | +156.7% | +9.8% | +146.9% | +139.4% |
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