+1,493.1%
LITE vs URA
+266.3%
+1,226.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.6% |
| 7D | +10.8% | -1.5% | +12.3% | +12.0% |
| 30D | -33.4% | -10.4% | -23.0% | -28.3% |
| 3M | -32.2% | -29.6% | -2.6% | -17.2% |
| 6M | -42.1% | -40.3% | -1.8% | -22.4% |
| YTD | +61.9% | -25.5% | +87.4% | +93.0% |
| 1Y | +163.0% | -26.4% | +189.4% | +218.0% |
| 3Y | +1,358.0% | +31.4% | +1,326.6% | +1,241.0% |
| 5Y | +549.9% | +28.6% | +521.3% | +475.7% |
| All | +1,493.1% | +266.3% | +1,226.8% | +761.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling