+2,898.2%
LITE vs URA
+163.1%
+2,735.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.3% | -13.4% | -16.0% |
| 7D | -44.6% | -13.3% | -31.3% | -40.0% |
| 30D | -55.0% | -25.9% | -29.1% | -47.1% |
| 3M | -38.3% | -27.8% | -10.5% | -26.5% |
| 6M | -48.8% | -42.8% | -5.9% | -31.4% |
| YTD | +38.3% | -27.5% | +65.8% | +65.2% |
| 1Y | +119.0% | -35.1% | +154.1% | +176.4% |
| 3Y | +1,092.0% | +31.1% | +1,060.9% | +1,014.2% |
| 5Y | +446.1% | +29.8% | +416.3% | +390.4% |
| 10Y | +1,381.7% | +265.1% | +1,116.6% | +781.2% |
| All | +2,898.2% | +163.1% | +2,735.1% | +1,361.0% |
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