+5,083.9%
LITE vs UDR
+60.8%
+5,023.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 3M | -6.8% | -5.8% | -1.0% | -5.6% |
| 6M | +29.4% | -1.7% | +31.1% | +28.4% |
| YTD | +139.1% | +2.4% | +136.7% | +132.1% |
| 1Y | +521.0% | -2.1% | +523.1% | +511.8% |
| 3Y | +1,535.3% | +4.2% | +1,531.1% | +1,466.7% |
| 5Y | +889.8% | -20.0% | +909.8% | +934.6% |
| 10Y | +2,400.7% | +44.6% | +2,356.1% | +2,062.4% |
| All | +5,083.9% | +60.8% | +5,023.0% | +4,203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling