+1,172.1%
LITE vs XLC
+60.5%
+1,111.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.2% | +5.3% |
| 7D | -35.9% | +4.9% | -40.8% | -39.0% |
| 30D | -51.5% | -5.8% | -45.7% | -48.7% |
| 3M | -35.7% | -5.4% | -30.3% | -33.5% |
| 6M | -43.0% | -10.2% | -32.8% | -37.8% |
| YTD | +46.1% | -10.2% | +56.3% | +57.6% |
| 1Y | +124.7% | -5.6% | +130.3% | +124.5% |
| 3Y | +1,172.1% | +61.0% | +1,111.1% | +495.2% |
| All | +1,172.1% | +60.5% | +1,111.6% | +495.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling