+5,083.9%
LITE vs XLE
+179.1%
+4,904.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.4% |
| 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% | +20.7% |
| YTD | +139.1% | +45.3% | +93.8% | +101.7% |
| 1Y | +521.0% | +48.3% | +472.7% | +419.8% |
| 3Y | +1,535.3% | +55.4% | +1,479.8% | +1,248.8% |
| 5Y | +889.8% | +216.1% | +673.7% | +500.0% |
| 10Y | +2,400.7% | +178.4% | +2,222.3% | +1,432.2% |
| All | +5,083.9% | +179.1% | +4,904.7% | +2,671.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling