+3,344.5%
LITE vs XLB
+182.6%
+3,162.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -13.9% | +0.5% | -14.4% | -14.0% |
| 30D | -46.9% | +6.9% | -53.8% | -50.2% |
| 3M | -28.0% | -0.2% | -27.9% | -28.4% |
| 6M | -35.2% | +3.3% | -38.5% | -38.0% |
| YTD | +58.9% | +18.0% | +40.8% | +34.3% |
| 1Y | +125.3% | +24.2% | +101.1% | +82.1% |
| 3Y | +1,344.4% | +44.7% | +1,299.7% | +946.8% |
| 5Y | +541.2% | +31.6% | +509.6% | +402.8% |
| 10Y | +1,587.5% | +164.2% | +1,423.3% | +689.1% |
| All | +3,344.5% | +182.6% | +3,162.0% | +1,323.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling