+901.5%
LITE vs XLE
+217.6%
+683.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | -1.5% | +2.2% | -3.7% | -2.4% |
| 30D | +6.7% | +11.8% | -5.1% | +1.5% |
| 3M | -6.8% | +9.8% | -16.6% | -10.7% |
| 6M | +29.4% | +15.6% | +13.9% | +20.5% |
| YTD | +139.1% | +45.3% | +93.8% | +100.2% |
| 1Y | +521.0% | +48.3% | +472.7% | +415.2% |
| 3Y | +1,535.3% | +55.4% | +1,479.8% | +1,237.8% |
| All | +901.5% | +217.6% | +683.9% | +596.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling