+580.4%
LITE vs UDR
-21.2%
+601.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.2% |
| 7D | +22.6% | -2.4% | +24.9% | +23.5% |
| 30D | -36.8% | +6.7% | -43.5% | -38.6% |
| 3M | -33.0% | -1.8% | -31.2% | -33.0% |
| 6M | -37.1% | -1.8% | -35.3% | -38.0% |
| YTD | +69.5% | +2.5% | +67.0% | +62.0% |
| 1Y | +146.1% | +7.9% | +138.2% | +128.8% |
| 3Y | +1,440.8% | +25.1% | +1,415.7% | +1,215.1% |
| 5Y | +580.4% | -21.2% | +601.6% | +612.1% |
| All | +580.4% | -21.2% | +601.7% | +612.1% |
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