+2,898.2%
LITE vs XLB
+179.8%
+2,718.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.9% | -15.8% | -16.0% |
| 7D | -44.6% | -0.4% | -44.2% | -44.5% |
| 30D | -55.0% | +5.2% | -60.3% | -57.3% |
| 3M | -38.3% | -0.1% | -38.2% | -38.7% |
| 6M | -48.8% | +2.4% | -51.2% | -50.7% |
| YTD | +38.3% | +16.9% | +21.4% | +17.9% |
| 1Y | +119.0% | +25.0% | +94.0% | +75.8% |
| 3Y | +1,092.0% | +40.7% | +1,051.3% | +785.3% |
| 5Y | +446.1% | +31.6% | +414.5% | +327.9% |
| 10Y | +1,381.7% | +175.3% | +1,206.4% | +589.9% |
| All | +2,898.2% | +179.8% | +2,718.4% | +1,149.5% |
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