+1,172.1%
LITE vs XLK
+95.2%
+1,076.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +3.0% |
| 7D | -35.9% | -8.2% | -27.7% | -23.4% |
| 30D | -51.5% | -18.2% | -33.3% | -27.9% |
| 3M | -35.7% | -11.0% | -24.7% | -16.4% |
| 6M | -43.0% | -2.9% | -40.1% | -34.4% |
| YTD | +46.1% | +14.8% | +31.3% | +27.1% |
| 1Y | +124.7% | +14.5% | +110.2% | +100.3% |
| 3Y | +1,172.1% | +94.2% | +1,077.9% | +476.9% |
| All | +1,172.1% | +95.2% | +1,076.8% | +476.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling