+1,402.3%
LITE vs XLI
+236.0%
+1,166.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.5% | +5.5% |
| 7D | -35.9% | -2.8% | -33.1% | -33.3% |
| 30D | -51.5% | -3.1% | -48.4% | -49.2% |
| 3M | -35.7% | -11.7% | -24.0% | -24.5% |
| 6M | -43.0% | -7.6% | -35.4% | -36.0% |
| YTD | +46.1% | +5.7% | +40.4% | +42.1% |
| 1Y | +124.7% | +7.8% | +116.9% | +115.4% |
| 3Y | +1,172.1% | +67.4% | +1,104.7% | +726.5% |
| 5Y | +477.0% | +64.8% | +412.2% | +280.9% |
| All | +1,402.3% | +236.0% | +1,166.4% | +554.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 10y: compounded portfolio wealth divided by compounded XLI 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…
10y analysis · Full analysis span regression · 6 months rolling