+1,022.5%
LITE vs XLC
+134.8%
+887.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.7% | -2.7% |
| 7D | +22.6% | +3.1% | +19.5% | +19.2% |
| 30D | -36.8% | -4.2% | -32.6% | -34.0% |
| 3M | -33.0% | -2.1% | -30.9% | -32.7% |
| 6M | -37.1% | -6.6% | -30.4% | -34.8% |
| YTD | +69.5% | -7.8% | +77.3% | +76.6% |
| 1Y | +146.1% | -4.1% | +150.2% | +146.9% |
| 3Y | +1,440.8% | +62.6% | +1,378.2% | +828.1% |
| 5Y | +580.4% | +39.6% | +540.8% | +386.3% |
| All | +1,022.5% | +134.8% | +887.7% | +301.9% |
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