+521.0%
LITE vs XLP
+7.6%
+513.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +2.4% |
| 7D | -1.5% | -1.0% | -0.5% | -3.4% |
| 30D | +6.7% | -0.9% | +7.5% | +5.8% |
| 3M | -6.8% | +3.8% | -10.6% | +1.6% |
| 6M | +29.4% | -1.7% | +31.2% | +31.5% |
| YTD | +139.1% | +10.3% | +128.8% | +217.4% |
| 1Y | +521.0% | +7.8% | +513.2% | +696.3% |
| All | +521.0% | +7.6% | +513.3% | +696.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling