+562.5%
LITE vs XLF
+58.8%
+503.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -5.2% |
| 7D | +10.8% | +2.7% | +8.1% | +8.2% |
| 30D | -33.4% | +7.6% | -41.1% | -38.1% |
| 3M | -32.2% | +1.1% | -33.3% | -33.4% |
| 6M | -42.1% | +15.9% | -58.0% | -51.1% |
| YTD | +61.9% | +8.4% | +53.4% | +45.1% |
| 1Y | +163.0% | +12.5% | +150.5% | +126.8% |
| 3Y | +1,358.0% | +81.6% | +1,276.5% | +710.0% |
| All | +562.5% | +58.8% | +503.6% | +308.1% |
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 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