-35.7%
LITE vs XE
-44.9%
+9.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +15.9% | -10.2% | -1.1% |
| 7D | -35.9% | -4.6% | -31.4% | -34.5% |
| 30D | -51.5% | -27.5% | -24.0% | -47.5% |
| 3M | -35.7% | -49.9% | +14.2% | -26.3% |
| All | -35.7% | -44.9% | +9.1% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3mo: compounded portfolio wealth divided by compounded XE 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…
3mo analysis · Full analysis span regression · Available span rolling