+1,426.5%
LITE vs XLI
+72.7%
+1,353.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -1.7% |
| 7D | +22.6% | +4.3% | +18.3% | +13.0% |
| 30D | -36.8% | +0.5% | -37.2% | -36.1% |
| 3M | -33.0% | -8.6% | -24.4% | -17.7% |
| 6M | -37.1% | -2.3% | -34.7% | -32.0% |
| YTD | +69.5% | +10.1% | +59.4% | +43.6% |
| 1Y | +146.1% | +11.0% | +135.1% | +107.1% |
| All | +1,426.5% | +72.7% | +1,353.8% | +412.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling