+971.3%
LITE vs XLC
+134.3%
+836.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.2% | +8.2% |
| 7D | -12.9% | +7.1% | -20.0% | -18.7% |
| 30D | -46.0% | -2.7% | -43.2% | -44.6% |
| 3M | -33.0% | -3.2% | -29.8% | -32.2% |
| 6M | -34.0% | -7.7% | -26.4% | -31.0% |
| YTD | +61.7% | -8.0% | +69.7% | +68.7% |
| 1Y | +148.3% | -3.1% | +151.3% | +145.9% |
| 3Y | +1,408.5% | +64.9% | +1,343.6% | +795.5% |
| 5Y | +546.2% | +39.5% | +506.7% | +361.6% |
| All | +971.3% | +134.3% | +836.9% | +283.9% |
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