+867.8%
LITE vs XLC
+128.7%
+739.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.2% | +5.2% |
| 7D | -35.9% | +4.9% | -40.8% | -39.1% |
| 30D | -51.5% | -5.8% | -45.7% | -48.8% |
| 3M | -35.7% | -5.4% | -30.3% | -33.5% |
| 6M | -43.0% | -10.2% | -32.8% | -38.8% |
| YTD | +46.1% | -10.2% | +56.3% | +55.8% |
| 1Y | +124.7% | -5.6% | +130.3% | +128.2% |
| 3Y | +1,172.1% | +61.0% | +1,111.1% | +671.8% |
| 5Y | +477.0% | +35.2% | +441.8% | +324.8% |
| All | +867.8% | +128.7% | +739.1% | +254.7% |
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