+1,587.5%
LITE vs XHB
+248.4%
+1,339.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | 0.0% |
| 7D | -13.9% | +1.2% | -15.1% | -14.5% |
| 30D | -46.9% | +8.9% | -55.8% | -50.5% |
| 3M | -28.0% | -4.2% | -23.9% | -27.2% |
| 6M | -35.2% | +1.4% | -36.6% | -37.5% |
| YTD | +58.9% | +1.2% | +57.7% | +51.3% |
| 1Y | +125.3% | -1.3% | +126.6% | +117.9% |
| 3Y | +1,344.4% | +36.6% | +1,307.9% | +987.3% |
| 5Y | +541.2% | +34.3% | +506.9% | +378.7% |
| 10Y | +1,587.5% | +241.1% | +1,346.5% | +413.9% |
| All | +1,587.5% | +248.4% | +1,339.1% | +413.9% |
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