+2,259.5%
LITE vs XHB
+211.6%
+2,047.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.3% |
| 7D | -1.5% | -1.3% | -0.2% | -0.6% |
| 30D | +6.7% | -6.9% | +13.5% | +11.8% |
| 3M | -6.8% | -1.3% | -5.5% | -7.0% |
| 6M | +29.4% | -6.8% | +36.2% | +34.2% |
| YTD | +139.1% | +0.7% | +138.4% | +131.5% |
| 1Y | +521.0% | -11.2% | +532.2% | +557.6% |
| 3Y | +1,535.3% | +25.3% | +1,510.0% | +1,228.4% |
| 5Y | +889.8% | +37.3% | +852.5% | +636.2% |
| All | +2,259.5% | +211.6% | +2,047.8% | +813.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling