+124.7%
LITE vs XLE
+44.8%
+79.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -35.9% | -12.0% | -23.9% | -35.4% |
| 30D | -51.5% | -2.7% | -48.8% | -50.4% |
| 3M | -35.7% | +6.6% | -42.3% | -34.0% |
| 6M | -43.0% | +9.5% | -52.5% | -41.3% |
| YTD | +46.1% | +40.6% | +5.6% | +59.4% |
| 1Y | +124.7% | +43.6% | +81.1% | +145.5% |
| All | +124.7% | +44.8% | +79.9% | +145.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling