+3,586.8%
LITE vs URI
+1,524.0%
+2,062.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.4% | -3.5% | -6.0% |
| 7D | -31.4% | -4.3% | -27.1% | -30.1% |
| 30D | -42.6% | +4.6% | -47.2% | -43.6% |
| 3M | -26.2% | -2.1% | -24.1% | -25.4% |
| 6M | -35.8% | +21.9% | -57.7% | -40.9% |
| YTD | +70.0% | +39.7% | +30.3% | +43.8% |
| 1Y | +232.7% | +32.9% | +199.9% | +188.2% |
| 3Y | +1,365.7% | +155.8% | +1,209.9% | +888.6% |
| 5Y | +609.5% | +202.4% | +407.0% | +336.0% |
| 10Y | +1,721.9% | +1,517.7% | +204.2% | +528.7% |
| All | +3,586.8% | +1,524.0% | +2,062.7% | +1,115.1% |
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