+129.4%
LITE vs XHB
+1.3%
+128.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.1% | +10.2% |
| 7D | -12.9% | +1.3% | -14.2% | -12.7% |
| 30D | -46.0% | +11.8% | -57.8% | -46.7% |
| 3M | -33.0% | -3.8% | -29.2% | -31.5% |
| 6M | -34.0% | +4.1% | -38.1% | -33.7% |
| YTD | +61.7% | +4.0% | +57.8% | +60.0% |
| All | +129.4% | +1.3% | +128.1% | +130.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling