+1,563.7%
LITE vs XEL
+48.4%
+1,515.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.0% |
| 7D | -1.5% | -1.0% | -0.6% | -1.6% |
| 30D | +6.7% | -1.9% | +8.6% | +6.6% |
| 3M | -6.8% | -1.9% | -4.9% | -6.8% |
| 6M | +29.4% | -7.4% | +36.9% | +28.2% |
| YTD | +139.1% | +4.1% | +135.0% | +142.2% |
| 1Y | +521.0% | +8.0% | +512.9% | +532.8% |
| All | +1,563.7% | +48.4% | +1,515.3% | +1,669.1% |
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 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