+1,618.0%
LITE vs XLK
+694.9%
+923.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.7% | +7.0% | +5.8% |
| 7D | -12.9% | -1.9% | -11.0% | -9.3% |
| 30D | -46.0% | -14.0% | -31.9% | -32.0% |
| 3M | -33.0% | -9.0% | -24.0% | -20.7% |
| 6M | -34.0% | -2.4% | -31.6% | -26.3% |
| YTD | +61.7% | +19.1% | +42.6% | +42.7% |
| 1Y | +148.3% | +19.2% | +129.1% | +122.7% |
| 3Y | +1,408.5% | +99.1% | +1,309.4% | +720.6% |
| 5Y | +546.2% | +112.0% | +434.2% | +225.5% |
| All | +1,618.0% | +694.9% | +923.1% | +28.0% |
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