+1,402.3%
LITE vs XLP
+126.4%
+1,275.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.2% |
| 7D | -35.9% | +0.7% | -36.7% | -36.3% |
| 30D | -51.5% | +10.3% | -61.8% | -54.2% |
| 3M | -35.7% | +6.5% | -42.3% | -38.6% |
| 6M | -43.0% | +8.4% | -51.3% | -47.1% |
| YTD | +46.1% | +18.2% | +27.9% | +26.8% |
| 1Y | +124.7% | +22.4% | +102.3% | +89.2% |
| 3Y | +1,172.1% | +41.9% | +1,130.2% | +810.9% |
| 5Y | +477.0% | +40.9% | +436.2% | +311.8% |
| All | +1,402.3% | +126.4% | +1,275.9% | +675.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling