+1,009.8%
LITE vs XBI
+21.9%
+987.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.1% | +12.2% | +11.7% |
| 7D | +12.6% | -0.9% | +13.5% | +13.1% |
| 30D | +9.9% | +2.9% | +7.0% | +7.6% |
| 3M | +9.3% | +26.2% | -16.9% | -5.0% |
| 6M | +75.2% | +30.7% | +44.5% | +48.1% |
| YTD | +165.5% | +32.9% | +132.5% | +121.9% |
| 1Y | +555.0% | +72.3% | +482.7% | +374.5% |
| 3Y | +1,870.5% | +107.2% | +1,763.3% | +1,201.2% |
| 5Y | +1,009.8% | +23.2% | +986.7% | +749.0% |
| All | +1,009.8% | +21.9% | +987.9% | +749.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling