+562.5%
LITE vs XHB
+28.9%
+533.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.9% |
| 7D | +10.8% | -0.2% | +11.0% | +11.1% |
| 30D | -33.4% | +9.9% | -43.4% | -37.8% |
| 3M | -32.2% | -6.3% | -25.9% | -30.2% |
| 6M | -42.1% | +3.8% | -45.9% | -44.8% |
| YTD | +61.9% | +0.1% | +61.7% | +55.9% |
| 1Y | +163.0% | -0.8% | +163.8% | +153.9% |
| 3Y | +1,358.0% | +35.6% | +1,322.4% | +1,025.4% |
| All | +562.5% | +28.9% | +533.6% | +405.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling