+901.5%
LITE vs XLF
+65.9%
+835.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.8% |
| 7D | -1.5% | 0.0% | -1.5% | -1.6% |
| 30D | +6.7% | +0.2% | +6.5% | +6.0% |
| 3M | -6.8% | +11.7% | -18.5% | -17.5% |
| 6M | +29.4% | +13.8% | +15.7% | +12.1% |
| YTD | +139.1% | +7.0% | +132.1% | +118.5% |
| 1Y | +521.0% | +9.1% | +511.9% | +454.4% |
| 3Y | +1,535.3% | +75.6% | +1,459.7% | +853.8% |
| All | +901.5% | +65.9% | +835.7% | +500.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling