+232.7%
LITE vs XEL
+1.7%
+231.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.2% | -10.1% | -8.7% |
| 7D | -31.4% | +4.3% | -35.7% | -32.6% |
| 30D | -42.6% | +12.6% | -55.2% | -46.3% |
| 3M | -26.2% | +4.4% | -30.6% | -27.6% |
| 6M | -35.8% | +0.7% | -36.5% | -36.0% |
| YTD | +70.0% | +11.5% | +58.5% | +62.8% |
| 1Y | +232.7% | +1.7% | +231.0% | +258.1% |
| All | +232.7% | +1.7% | +231.0% | +258.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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