+3,344.5%
LITE vs XBI
+77.0%
+3,267.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | -13.9% | +0.1% | -14.0% | -13.3% |
| 30D | -46.9% | +0.8% | -47.8% | -46.6% |
| 3M | -28.0% | -1.9% | -26.1% | -27.0% |
| 6M | -35.2% | +15.2% | -50.4% | -40.3% |
| YTD | +58.9% | +27.3% | +31.6% | +38.0% |
| 1Y | +125.3% | +41.5% | +83.9% | +85.4% |
| 3Y | +1,344.4% | +133.1% | +1,211.4% | +813.4% |
| 5Y | +541.2% | +23.7% | +517.5% | +440.6% |
| 10Y | +1,587.5% | +139.0% | +1,448.5% | +932.7% |
| All | +3,344.5% | +77.0% | +3,267.5% | +2,004.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling