-48.8%
LITE vs URI
+12.6%
-61.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.1% | -11.6% | -13.3% |
| 7D | -44.6% | -12.9% | -31.6% | -38.5% |
| 30D | -55.0% | -3.4% | -51.6% | -52.8% |
| 3M | -38.3% | -10.0% | -28.3% | -33.3% |
| 6M | -48.8% | +12.2% | -60.9% | -35.5% |
| All | -48.8% | +12.6% | -61.4% | -35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling