+815.9%
LITE vs XLC
+127.8%
+688.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.6% | -18.1% | -18.1% |
| 7D | -44.6% | +3.1% | -47.7% | -46.4% |
| 30D | -55.0% | -6.5% | -48.5% | -52.1% |
| 3M | -38.3% | -5.6% | -32.7% | -36.1% |
| 6M | -48.8% | -9.2% | -39.5% | -45.7% |
| YTD | +38.3% | -10.6% | +48.8% | +48.1% |
| 1Y | +119.0% | -6.9% | +125.9% | +125.5% |
| 3Y | +1,092.0% | +59.9% | +1,032.1% | +628.2% |
| 5Y | +446.1% | +34.7% | +411.4% | +303.7% |
| All | +815.9% | +127.8% | +688.1% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling