+2,614.7%
LITE vs XBI
+158.9%
+2,455.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +2.1% |
| 7D | +13.6% | -3.6% | +17.2% | +16.2% |
| 30D | +21.6% | +0.9% | +20.7% | +20.3% |
| 3M | +20.3% | +21.4% | -1.1% | +5.9% |
| 6M | +54.4% | +25.5% | +28.9% | +31.5% |
| YTD | +168.3% | +30.8% | +137.5% | +122.6% |
| 1Y | +551.8% | +68.6% | +483.2% | +362.5% |
| 3Y | +1,891.5% | +103.9% | +1,787.6% | +1,154.2% |
| 5Y | +1,014.7% | +20.8% | +994.0% | +831.0% |
| 10Y | +2,614.7% | +164.0% | +2,450.8% | +1,234.4% |
| All | +2,614.7% | +158.9% | +2,455.8% | +1,234.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling