+2,502.5%
LITE vs XLF
+246.2%
+2,256.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +12.2% |
| 7D | +12.6% | +0.2% | +12.4% | +12.2% |
| 30D | +9.9% | -0.5% | +10.4% | +9.9% |
| 3M | +9.3% | +10.6% | -1.4% | -0.7% |
| 6M | +75.2% | +14.3% | +60.9% | +54.3% |
| YTD | +165.5% | +5.5% | +160.0% | +148.6% |
| 1Y | +555.0% | +9.6% | +545.4% | +493.9% |
| 3Y | +1,870.5% | +75.2% | +1,795.3% | +1,160.8% |
| 5Y | +1,009.8% | +65.5% | +944.3% | +636.6% |
| 10Y | +2,502.5% | +246.4% | +2,256.0% | +881.1% |
| All | +2,502.5% | +246.2% | +2,256.3% | +881.1% |
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