+901.5%
LITE vs UDR
-19.6%
+921.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | -2.0% | +0.5% | -0.8% |
| 30D | +6.7% | -5.2% | +11.8% | +8.8% |
| 3M | -6.8% | -5.8% | -1.0% | -5.6% |
| 6M | +29.4% | -1.7% | +31.1% | +28.0% |
| YTD | +139.1% | +2.4% | +136.7% | +129.8% |
| 1Y | +521.0% | -2.1% | +523.1% | +508.9% |
| 3Y | +1,535.3% | +4.2% | +1,531.1% | +1,436.8% |
| All | +901.5% | -19.6% | +921.2% | +932.1% |
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 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