+546.2%
LITE vs XLB
+31.5%
+514.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +8.7% |
| 7D | -12.9% | -1.4% | -11.5% | -11.3% |
| 30D | -46.0% | +7.1% | -53.1% | -49.9% |
| 3M | -33.0% | +0.6% | -33.6% | -34.0% |
| 6M | -34.0% | +3.5% | -37.5% | -37.5% |
| YTD | +61.7% | +18.2% | +43.5% | +32.0% |
| 1Y | +148.3% | +25.6% | +122.7% | +90.0% |
| 3Y | +1,408.5% | +46.7% | +1,361.8% | +918.0% |
| 5Y | +546.2% | +30.9% | +515.3% | +380.0% |
| All | +546.2% | +31.5% | +514.7% | +380.0% |
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 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