+446.1%
LITE vs URA
+27.0%
+419.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.3% | -13.4% | -15.5% |
| 7D | -44.6% | -13.3% | -31.3% | -39.0% |
| 30D | -55.0% | -25.9% | -29.1% | -45.5% |
| 3M | -38.3% | -27.8% | -10.5% | -24.1% |
| 6M | -48.8% | -42.8% | -5.9% | -27.8% |
| YTD | +38.3% | -27.5% | +65.8% | +70.0% |
| 1Y | +119.0% | -35.1% | +154.1% | +186.7% |
| 3Y | +1,092.0% | +31.1% | +1,060.9% | +994.6% |
| 5Y | +446.1% | +29.8% | +416.3% | +353.9% |
| All | +446.1% | +27.0% | +419.1% | +353.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling