+125.3%
LITE vs XLI
+10.8%
+114.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.6% |
| 7D | -13.9% | -1.5% | -12.4% | -9.8% |
| 30D | -46.9% | -0.3% | -46.6% | -45.6% |
| 3M | -28.0% | -8.4% | -19.7% | -13.0% |
| 6M | -35.2% | -2.1% | -33.1% | -29.5% |
| YTD | +58.9% | +9.6% | +49.2% | +33.7% |
| 1Y | +125.3% | +10.7% | +114.6% | +88.2% |
| All | +125.3% | +10.8% | +114.5% | +88.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling