+490.8%
LITE vs XLK
+104.0%
+386.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +3.6% |
| 7D | -35.9% | -8.2% | -27.7% | -26.1% |
| 30D | -51.5% | -18.2% | -33.3% | -33.5% |
| 3M | -35.7% | -11.0% | -24.7% | -20.5% |
| 6M | -43.0% | -2.9% | -40.1% | -35.3% |
| YTD | +46.1% | +14.8% | +31.3% | +34.6% |
| 1Y | +124.7% | +14.5% | +110.2% | +111.2% |
| 3Y | +1,172.1% | +94.2% | +1,077.9% | +639.9% |
| All | +490.8% | +104.0% | +386.9% | +231.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling