+2,502.5%
LITE vs XLI
+252.7%
+2,249.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.5% | +11.6% |
| 7D | +12.6% | +1.0% | +11.6% | +11.2% |
| 30D | +9.9% | -5.8% | +15.7% | +18.1% |
| 3M | +9.3% | +0.7% | +8.6% | +9.2% |
| 6M | +75.2% | +3.2% | +72.0% | +71.5% |
| YTD | +165.5% | +13.0% | +152.4% | +135.5% |
| 1Y | +555.0% | +16.8% | +538.2% | +466.9% |
| 3Y | +1,870.5% | +72.4% | +1,798.1% | +1,111.7% |
| 5Y | +1,009.8% | +82.8% | +927.1% | +545.5% |
| 10Y | +2,502.5% | +252.4% | +2,250.0% | +696.2% |
| All | +2,502.5% | +252.7% | +2,249.7% | +696.2% |
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