+1,533.3%
LITE vs XLB
+173.6%
+1,359.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +8.8% |
| 7D | -12.9% | -1.4% | -11.5% | -11.4% |
| 30D | -46.0% | +7.1% | -53.1% | -49.7% |
| 3M | -33.0% | +0.6% | -33.6% | -34.0% |
| 6M | -34.0% | +3.5% | -37.5% | -37.3% |
| YTD | +61.7% | +18.2% | +43.5% | +34.1% |
| 1Y | +148.3% | +25.6% | +122.7% | +94.1% |
| 3Y | +1,408.5% | +46.7% | +1,361.8% | +940.0% |
| 5Y | +546.2% | +30.9% | +515.3% | +394.2% |
| 10Y | +1,533.3% | +167.7% | +1,365.6% | +565.7% |
| All | +1,533.3% | +173.6% | +1,359.7% | +565.7% |
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