+3,406.8%
LITE vs XEL
+241.4%
+3,165.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +10.5% |
| 7D | -12.9% | +1.1% | -14.0% | -13.2% |
| 30D | -46.0% | +8.7% | -54.6% | -47.2% |
| 3M | -33.0% | +3.5% | -36.5% | -33.7% |
| 6M | -34.0% | +2.6% | -36.6% | -34.7% |
| YTD | +61.7% | +11.1% | +50.7% | +57.3% |
| 1Y | +148.3% | +2.2% | +146.1% | +146.3% |
| 3Y | +1,408.5% | +51.1% | +1,357.4% | +1,214.9% |
| 5Y | +546.2% | +48.0% | +498.1% | +458.1% |
| 10Y | +1,533.3% | +175.3% | +1,358.0% | +1,174.5% |
| All | +3,406.8% | +241.4% | +3,165.4% | +2,322.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling