+1,172.1%
LITE vs XEL
+44.3%
+1,127.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +5.6% |
| 7D | -35.9% | -0.2% | -35.7% | -35.9% |
| 30D | -51.5% | +10.0% | -61.5% | -51.3% |
| 3M | -35.7% | +4.3% | -40.1% | -35.6% |
| 6M | -43.0% | +0.5% | -43.4% | -43.0% |
| YTD | +46.1% | +10.4% | +35.8% | +48.7% |
| 1Y | +124.7% | +2.0% | +122.7% | +124.4% |
| 3Y | +1,172.1% | +45.6% | +1,126.5% | +1,319.6% |
| All | +1,172.1% | +44.3% | +1,127.7% | +1,319.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling