+490.8%
LITE vs UDR
-18.0%
+508.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.8% | +6.1% |
| 7D | -35.9% | +3.0% | -38.9% | -36.7% |
| 30D | -51.5% | +10.3% | -61.8% | -53.4% |
| 3M | -35.7% | -2.9% | -32.8% | -35.3% |
| 6M | -43.0% | +0.3% | -43.3% | -44.3% |
| YTD | +46.1% | +3.8% | +42.3% | +39.1% |
| 1Y | +124.7% | +12.7% | +112.0% | +104.4% |
| 3Y | +1,172.1% | +27.6% | +1,144.5% | +977.9% |
| All | +490.8% | -18.0% | +508.8% | +507.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling