+562.5%
LITE vs XEL
+51.5%
+511.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +10.8% | +2.4% | +8.3% | +10.6% |
| 30D | -33.4% | +8.3% | -41.7% | -33.9% |
| 3M | -32.2% | +4.2% | -36.4% | -32.5% |
| 6M | -42.1% | +3.7% | -45.8% | -42.3% |
| YTD | +61.9% | +13.1% | +48.8% | +61.0% |
| 1Y | +163.0% | +5.0% | +158.0% | +161.8% |
| 3Y | +1,358.0% | +55.0% | +1,303.1% | +1,306.8% |
| All | +562.5% | +51.5% | +511.0% | +541.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling