+490.8%
LITE vs XHB
+33.2%
+457.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.6% |
| 7D | -35.9% | +1.3% | -37.2% | -36.8% |
| 30D | -51.5% | +7.8% | -59.3% | -54.2% |
| 3M | -35.7% | -5.5% | -30.3% | -34.3% |
| 6M | -43.0% | -2.6% | -40.4% | -43.3% |
| YTD | +46.1% | +0.4% | +45.8% | +40.3% |
| 1Y | +124.7% | -1.0% | +125.7% | +117.3% |
| 3Y | +1,172.1% | +37.3% | +1,134.8% | +873.5% |
| All | +490.8% | +33.2% | +457.6% | +341.9% |
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 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