+521.0%
LITE vs XBI
+75.8%
+445.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.2% |
| 7D | -1.5% | +0.9% | -2.4% | -2.1% |
| 30D | +6.7% | +7.1% | -0.4% | +1.4% |
| 3M | -6.8% | +22.9% | -29.7% | -18.8% |
| 6M | +29.4% | +29.7% | -0.3% | +7.1% |
| YTD | +139.1% | +34.5% | +104.6% | +87.9% |
| 1Y | +521.0% | +76.1% | +444.9% | +333.2% |
| All | +521.0% | +75.8% | +445.2% | +333.2% |
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