+1,568.0%
LITE vs XLK
+723.0%
+844.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.2% |
| 7D | +22.6% | +7.0% | +15.5% | +12.8% |
| 30D | -36.8% | -11.5% | -25.3% | -23.2% |
| 3M | -33.0% | -7.9% | -25.1% | -22.0% |
| 6M | -37.1% | -0.6% | -36.5% | -31.4% |
| YTD | +69.5% | +21.1% | +48.3% | +46.7% |
| 1Y | +146.1% | +18.8% | +127.3% | +121.3% |
| 3Y | +1,440.8% | +97.3% | +1,343.5% | +744.9% |
| 5Y | +580.4% | +115.5% | +464.9% | +236.1% |
| All | +1,568.0% | +723.0% | +844.9% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 10y: compounded portfolio wealth divided by compounded XLK 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…
10y analysis · Full analysis span regression · 6 months rolling