+1,533.3%
LITE vs XLE
+167.3%
+1,366.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +10.5% |
| 7D | -12.9% | -7.9% | -5.0% | -9.3% |
| 30D | -46.0% | -4.8% | -41.1% | -44.5% |
| 3M | -33.0% | +8.4% | -41.4% | -35.4% |
| 6M | -34.0% | +12.7% | -46.7% | -37.7% |
| YTD | +61.7% | +41.3% | +20.5% | +36.6% |
| 1Y | +148.3% | +42.3% | +106.0% | +109.2% |
| 3Y | +1,408.5% | +65.1% | +1,343.4% | +1,099.7% |
| 5Y | +546.2% | +150.2% | +396.0% | +315.3% |
| 10Y | +1,533.3% | +163.9% | +1,369.4% | +1,020.4% |
| All | +1,533.3% | +167.3% | +1,366.0% | +1,020.4% |
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