+232.7%
LITE vs XBI
+47.5%
+185.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.7% | -10.5% | -9.5% |
| 7D | -31.4% | +1.0% | -32.4% | -31.7% |
| 30D | -42.6% | +1.9% | -44.5% | -43.1% |
| 3M | -26.2% | +4.8% | -31.0% | -29.3% |
| 6M | -35.8% | +19.3% | -55.1% | -43.8% |
| YTD | +70.0% | +30.6% | +39.4% | +31.1% |
| 1Y | +232.7% | +47.9% | +184.8% | +98.3% |
| All | +232.7% | +47.5% | +185.2% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 1y: compounded portfolio wealth divided by compounded XBI 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…
1y analysis · Full analysis span regression · 6 months rolling