+1,375.6%
LITE vs URA
+283.4%
+1,092.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.3% | +3.3% |
| 7D | -35.9% | -4.1% | -31.8% | -33.9% |
| 30D | -51.5% | -19.0% | -32.5% | -45.0% |
| 3M | -35.7% | -25.1% | -10.6% | -24.1% |
| 6M | -43.0% | -44.5% | +1.5% | -21.0% |
| YTD | +46.1% | -24.3% | +70.4% | +72.2% |
| 1Y | +124.7% | -28.1% | +152.8% | +174.0% |
| 3Y | +1,172.1% | +40.7% | +1,131.4% | +1,033.5% |
| 5Y | +477.0% | +35.5% | +441.6% | +397.3% |
| All | +1,375.6% | +283.4% | +1,092.2% | +782.2% |
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