+1,533.3%
LITE vs XLF
+239.3%
+1,294.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +9.5% |
| 7D | -12.9% | +0.7% | -13.6% | -13.2% |
| 30D | -46.0% | +6.0% | -51.9% | -48.6% |
| 3M | -33.0% | +1.0% | -34.1% | -34.2% |
| 6M | -34.0% | +14.0% | -48.0% | -41.9% |
| YTD | +61.7% | +7.2% | +54.6% | +48.9% |
| 1Y | +148.3% | +11.6% | +136.7% | +121.6% |
| 3Y | +1,408.5% | +81.2% | +1,327.3% | +834.9% |
| 5Y | +546.2% | +57.9% | +488.3% | +343.2% |
| 10Y | +1,533.3% | +234.4% | +1,298.9% | +661.2% |
| All | +1,533.3% | +239.3% | +1,294.0% | +661.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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