+3,068.2%
LITE vs XLI
+267.4%
+2,800.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.5% | +5.5% |
| 7D | -35.9% | -2.8% | -33.1% | -33.5% |
| 30D | -51.5% | -3.1% | -48.4% | -49.3% |
| 3M | -35.7% | -11.7% | -24.0% | -25.1% |
| 6M | -43.0% | -7.6% | -35.4% | -36.3% |
| YTD | +46.1% | +5.7% | +40.4% | +42.5% |
| 1Y | +124.7% | +7.8% | +116.9% | +116.1% |
| 3Y | +1,172.1% | +67.4% | +1,104.7% | +747.1% |
| 5Y | +477.0% | +64.8% | +412.2% | +290.5% |
| 10Y | +1,465.7% | +241.2% | +1,224.5% | +523.9% |
| All | +3,068.2% | +267.4% | +2,800.8% | +1,122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling