+1,172.1%
LITE vs XHB
+36.1%
+1,136.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.5% |
| 7D | -35.9% | +1.3% | -37.2% | -36.7% |
| 30D | -51.5% | +7.8% | -59.3% | -54.0% |
| 3M | -35.7% | -5.5% | -30.3% | -34.2% |
| 6M | -43.0% | -2.6% | -40.4% | -43.1% |
| YTD | +46.1% | +0.4% | +45.8% | +40.0% |
| 1Y | +124.7% | -1.0% | +125.7% | +116.9% |
| 3Y | +1,172.1% | +37.3% | +1,134.8% | +665.2% |
| All | +1,172.1% | +36.1% | +1,136.0% | +665.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling