+1,568.0%
LITE vs XLB
+164.1%
+1,403.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.3% |
| 7D | +22.6% | 0.0% | +22.5% | +22.7% |
| 30D | -36.8% | +5.3% | -42.0% | -40.1% |
| 3M | -33.0% | 0.0% | -33.0% | -33.4% |
| 6M | -37.1% | +1.2% | -38.3% | -38.9% |
| YTD | +69.5% | +16.9% | +52.6% | +42.2% |
| 1Y | +146.1% | +20.9% | +125.2% | +100.1% |
| 3Y | +1,440.8% | +43.3% | +1,397.5% | +985.4% |
| 5Y | +580.4% | +28.3% | +552.1% | +430.6% |
| All | +1,568.0% | +164.1% | +1,403.9% | +465.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling