+1,483.7%
LITE vs XHB
+37.2%
+1,446.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.7% | +10.7% |
| 7D | +3.4% | -4.1% | +7.5% | +6.2% |
| 30D | -34.9% | +9.6% | -44.5% | -38.7% |
| 3M | -21.0% | -6.0% | -15.0% | -18.8% |
| 6M | -38.5% | +2.2% | -40.7% | -40.4% |
| YTD | +75.8% | +1.1% | +74.7% | +68.1% |
| 1Y | +156.7% | -1.7% | +158.4% | +150.2% |
| All | +1,483.7% | +37.2% | +1,446.6% | +909.5% |
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