+5,083.9%
LITE vs XLF
+243.3%
+4,840.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.6% |
| 7D | -1.5% | 0.0% | -1.5% | -1.6% |
| 30D | +6.7% | +0.2% | +6.5% | +6.1% |
| 3M | -6.8% | +11.7% | -18.5% | -15.5% |
| 6M | +29.4% | +13.8% | +15.7% | +15.4% |
| YTD | +139.1% | +7.0% | +132.1% | +122.4% |
| 1Y | +521.0% | +9.1% | +511.9% | +468.0% |
| 3Y | +1,535.3% | +75.6% | +1,459.7% | +968.3% |
| 5Y | +889.8% | +66.4% | +823.4% | +568.7% |
| 10Y | +2,400.7% | +250.3% | +2,150.4% | +946.9% |
| All | +5,083.9% | +243.3% | +4,840.6% | +1,993.3% |
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