+1,172.1%
LITE vs UDR
+25.4%
+1,146.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.8% | +5.8% |
| 7D | -35.9% | +3.0% | -38.9% | -36.3% |
| 30D | -51.5% | +10.3% | -61.8% | -52.6% |
| 3M | -35.7% | -2.9% | -32.8% | -35.3% |
| 6M | -43.0% | +0.3% | -43.3% | -44.1% |
| YTD | +46.1% | +3.8% | +42.3% | +39.5% |
| 1Y | +124.7% | +12.7% | +112.0% | +104.6% |
| 3Y | +1,172.1% | +27.6% | +1,144.5% | +884.1% |
| All | +1,172.1% | +25.4% | +1,146.7% | +884.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling