+972.1%
LITE vs XLC
+137.2%
+834.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.5% | -5.5% |
| 7D | +10.8% | +3.7% | +7.1% | +7.0% |
| 30D | -33.4% | -1.9% | -31.5% | -32.2% |
| 3M | -32.2% | -3.1% | -29.1% | -31.1% |
| 6M | -42.1% | -6.4% | -35.7% | -40.1% |
| YTD | +61.9% | -6.8% | +68.7% | +66.8% |
| 1Y | +163.0% | -1.7% | +164.7% | +156.4% |
| 3Y | +1,358.0% | +64.7% | +1,293.3% | +766.7% |
| 5Y | +549.9% | +41.1% | +508.8% | +359.4% |
| All | +972.1% | +137.2% | +834.8% | +279.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling