+1,402.3%
LITE vs URI
+1,374.0%
+28.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.5% | +5.1% |
| 7D | -35.9% | -9.8% | -26.2% | -32.4% |
| 30D | -51.5% | +1.7% | -53.3% | -51.6% |
| 3M | -35.7% | -9.1% | -26.7% | -32.3% |
| 6M | -43.0% | +9.9% | -52.8% | -45.0% |
| YTD | +46.1% | +31.2% | +14.9% | +25.7% |
| 1Y | +124.7% | +25.9% | +98.8% | +97.8% |
| 3Y | +1,172.1% | +147.4% | +1,024.7% | +739.0% |
| 5Y | +477.0% | +179.7% | +297.3% | +248.5% |
| All | +1,402.3% | +1,374.0% | +28.4% | +452.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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