+901.5%
LITE vs XLI
+81.3%
+820.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.4% |
| 7D | -1.5% | -1.1% | -0.5% | +0.1% |
| 30D | +6.7% | -5.9% | +12.6% | +17.6% |
| 3M | -6.8% | -0.3% | -6.5% | -5.4% |
| 6M | +29.4% | +0.1% | +29.3% | +31.5% |
| YTD | +139.1% | +13.6% | +125.5% | +101.2% |
| 1Y | +521.0% | +17.2% | +503.8% | +405.9% |
| 3Y | +1,535.3% | +68.2% | +1,467.1% | +798.1% |
| All | +901.5% | +81.3% | +820.2% | +401.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling