+129.4%
LITE vs XLC
-3.7%
+133.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.2% | +11.7% |
| 7D | -12.9% | +7.1% | -20.0% | -10.0% |
| 30D | -46.0% | -2.7% | -43.2% | -46.5% |
| 3M | -33.0% | -3.2% | -29.8% | -33.6% |
| 6M | -34.0% | -7.7% | -26.4% | -32.3% |
| YTD | +61.7% | -8.0% | +69.7% | +67.9% |
| All | +129.4% | -3.7% | +133.1% | +102.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling