+3,712.1%
LITE vs XLF
+247.6%
+3,464.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +10.2% |
| 7D | +3.4% | -1.0% | +4.4% | +4.7% |
| 30D | -34.9% | +6.5% | -41.4% | -38.2% |
| 3M | -21.0% | +1.8% | -22.8% | -22.7% |
| 6M | -38.5% | +15.4% | -53.8% | -46.0% |
| YTD | +75.8% | +8.4% | +67.5% | +61.2% |
| 1Y | +156.7% | +11.9% | +144.8% | +129.9% |
| 3Y | +1,498.6% | +81.1% | +1,417.4% | +913.4% |
| 5Y | +610.9% | +59.5% | +551.4% | +393.0% |
| 10Y | +1,670.7% | +225.2% | +1,445.5% | +660.8% |
| All | +3,712.1% | +247.6% | +3,464.5% | +1,417.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling