+124.7%
LITE vs XLB
+23.8%
+100.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.1% |
| 7D | -35.9% | -1.5% | -34.4% | -35.1% |
| 30D | -51.5% | +6.1% | -57.6% | -53.5% |
| 3M | -35.7% | 0.0% | -35.8% | -35.8% |
| 6M | -43.0% | 0.0% | -42.9% | -42.5% |
| YTD | +46.1% | +16.0% | +30.1% | +19.7% |
| 1Y | +124.7% | +24.7% | +100.0% | +60.3% |
| All | +124.7% | +23.8% | +100.9% | +60.3% |
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