+156.7%
LITE vs XLF
+12.2%
+144.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +10.8% |
| 7D | +3.4% | -1.0% | +4.4% | +2.8% |
| 30D | -34.9% | +6.5% | -41.4% | -33.0% |
| 3M | -21.0% | +1.8% | -22.8% | -19.6% |
| 6M | -38.5% | +15.4% | -53.8% | -38.2% |
| YTD | +75.8% | +8.4% | +67.5% | +78.4% |
| 1Y | +156.7% | +11.9% | +144.8% | +143.9% |
| All | +156.7% | +12.2% | +144.5% | +143.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling