+901.5%
LITE vs XLB
+36.1%
+865.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.4% |
| 7D | -1.5% | -1.4% | -0.1% | -0.1% |
| 30D | +6.7% | -0.4% | +7.0% | +6.8% |
| 3M | -6.8% | +2.0% | -8.7% | -9.9% |
| 6M | +29.4% | +1.8% | +27.6% | +26.2% |
| YTD | +139.1% | +16.6% | +122.5% | +99.4% |
| 1Y | +521.0% | +16.9% | +504.1% | +417.1% |
| 3Y | +1,535.3% | +32.6% | +1,502.7% | +1,120.9% |
| All | +901.5% | +36.1% | +865.4% | +624.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling