+5,083.9%
LITE vs URI
+1,359.4%
+3,724.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.3% |
| 7D | -1.5% | -2.0% | +0.4% | -0.7% |
| 30D | +6.7% | -12.9% | +19.6% | +13.0% |
| 3M | -6.8% | -6.7% | 0.0% | -3.7% |
| 6M | +29.4% | +19.0% | +10.4% | +18.5% |
| YTD | +139.1% | +25.5% | +113.6% | +111.0% |
| 1Y | +521.0% | +5.5% | +515.5% | +489.0% |
| 3Y | +1,535.3% | +111.3% | +1,424.0% | +1,086.9% |
| 5Y | +889.8% | +198.6% | +691.3% | +512.7% |
| 10Y | +2,400.7% | +1,179.9% | +1,220.8% | +819.3% |
| All | +5,083.9% | +1,359.4% | +3,724.5% | +1,683.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling