+5,083.9%
LITE vs URA
+291.2%
+4,792.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.6% |
| 7D | -1.5% | +1.1% | -2.6% | -2.1% |
| 30D | +6.7% | +7.4% | -0.7% | +3.1% |
| 3M | -6.8% | -8.4% | +1.6% | -2.1% |
| 6M | +29.4% | -12.7% | +42.2% | +39.6% |
| YTD | +139.1% | +7.8% | +131.3% | +131.9% |
| 1Y | +521.0% | +19.5% | +501.5% | +476.9% |
| 3Y | +1,535.3% | +116.4% | +1,418.9% | +1,091.1% |
| 5Y | +889.8% | +134.3% | +755.6% | +559.3% |
| 10Y | +2,400.7% | +359.3% | +2,041.5% | +1,110.1% |
| All | +5,083.9% | +291.2% | +4,792.7% | +1,950.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling