+521.0%
LITE vs XLB
+17.4%
+503.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.3% |
| 7D | -1.5% | -1.4% | -0.1% | -0.4% |
| 30D | +6.7% | -0.4% | +7.0% | +6.7% |
| 3M | -6.8% | +2.0% | -8.7% | -9.0% |
| 6M | +29.4% | +1.8% | +27.6% | +27.2% |
| YTD | +139.1% | +16.6% | +122.5% | +99.8% |
| 1Y | +521.0% | +16.9% | +504.1% | +380.3% |
| All | +521.0% | +17.4% | +503.6% | +380.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling