+1,321.8%
LITE vs XLE
+169.9%
+1,151.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.0% | -15.7% | -17.3% |
| 7D | -44.6% | -10.3% | -34.3% | -41.5% |
| 30D | -55.0% | -3.3% | -51.7% | -54.2% |
| 3M | -38.3% | +8.2% | -46.5% | -40.5% |
| 6M | -48.8% | +5.0% | -53.8% | -50.0% |
| YTD | +38.3% | +40.6% | -2.3% | +17.1% |
| 1Y | +119.0% | +45.0% | +74.0% | +82.9% |
| 3Y | +1,092.0% | +56.3% | +1,035.7% | +869.6% |
| 5Y | +446.1% | +152.2% | +293.8% | +249.6% |
| All | +1,321.8% | +169.9% | +1,151.8% | +889.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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