+580.4%
LITE vs XLI
+71.7%
+508.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -2.2% |
| 7D | +22.6% | +4.3% | +18.3% | +15.1% |
| 30D | -36.8% | +0.5% | -37.2% | -36.1% |
| 3M | -33.0% | -8.6% | -24.4% | -21.2% |
| 6M | -37.1% | -2.3% | -34.7% | -32.8% |
| YTD | +69.5% | +10.1% | +59.4% | +52.4% |
| 1Y | +146.1% | +11.0% | +135.1% | +120.5% |
| 3Y | +1,440.8% | +72.3% | +1,368.5% | +751.5% |
| 5Y | +580.4% | +70.8% | +509.6% | +271.0% |
| All | +580.4% | +71.7% | +508.7% | +271.0% |
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