+1,670.7%
LITE vs XLI
+233.2%
+1,437.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.3% | +9.3% | +9.1% |
| 7D | +3.4% | +0.9% | +2.5% | +3.6% |
| 30D | -34.9% | +1.1% | -36.0% | -34.8% |
| 3M | -21.0% | -7.7% | -13.3% | -11.7% |
| 6M | -38.5% | -1.8% | -36.6% | -35.5% |
| YTD | +75.8% | +11.1% | +64.7% | +61.7% |
| 1Y | +156.7% | +12.1% | +144.6% | +135.3% |
| 3Y | +1,498.6% | +73.8% | +1,424.7% | +890.5% |
| 5Y | +610.9% | +73.8% | +537.2% | +341.4% |
| 10Y | +1,670.7% | +231.7% | +1,438.9% | +531.9% |
| All | +1,670.7% | +233.2% | +1,437.5% | +531.9% |
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