+901.5%
LITE vs XLC
+38.0%
+863.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +5.1% |
| 7D | -1.5% | -0.8% | -0.7% | -0.9% |
| 30D | +6.7% | +1.0% | +5.6% | +4.8% |
| 3M | -6.8% | -0.7% | -6.1% | -7.9% |
| 6M | +29.4% | -5.1% | +34.6% | +33.9% |
| YTD | +139.1% | -4.3% | +143.4% | +142.6% |
| 1Y | +521.0% | -0.6% | +521.6% | +508.8% |
| 3Y | +1,535.3% | +72.7% | +1,462.6% | +891.0% |
| All | +901.5% | +38.0% | +863.5% | +693.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling