+3,068.2%
LITE vs XHB
+202.3%
+2,865.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.7% |
| 7D | -35.9% | +1.3% | -37.2% | -36.9% |
| 30D | -51.5% | +7.8% | -59.3% | -54.5% |
| 3M | -35.7% | -5.5% | -30.3% | -34.4% |
| 6M | -43.0% | -2.6% | -40.4% | -43.5% |
| YTD | +46.1% | +0.4% | +45.8% | +40.0% |
| 1Y | +124.7% | -1.0% | +125.7% | +116.8% |
| 3Y | +1,172.1% | +37.3% | +1,134.8% | +865.7% |
| 5Y | +477.0% | +33.7% | +443.3% | +336.9% |
| 10Y | +1,465.7% | +256.9% | +1,208.8% | +491.8% |
| All | +3,068.2% | +202.3% | +2,865.9% | +1,143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling