+551.8%
LITE vs XBI
+69.6%
+482.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +2.0% |
| 7D | +13.6% | -3.6% | +17.2% | +16.1% |
| 30D | +21.6% | +0.9% | +20.7% | +20.1% |
| 3M | +20.3% | +21.4% | -1.1% | +5.5% |
| 6M | +54.4% | +25.5% | +28.9% | +30.7% |
| YTD | +168.3% | +30.8% | +137.5% | +115.0% |
| 1Y | +551.8% | +68.6% | +483.2% | +381.1% |
| All | +551.8% | +69.6% | +482.2% | +381.1% |
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