+2,259.5%
LITE vs XLP
+101.7%
+2,157.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.4% |
| 7D | -1.5% | -1.0% | -0.5% | -1.0% |
| 30D | +6.7% | -0.9% | +7.5% | +6.7% |
| 3M | -6.8% | +3.8% | -10.6% | -10.8% |
| 6M | +29.4% | -1.7% | +31.2% | +27.8% |
| YTD | +139.1% | +10.3% | +128.8% | +116.8% |
| 1Y | +521.0% | +7.8% | +513.2% | +467.5% |
| 3Y | +1,535.3% | +27.2% | +1,508.1% | +1,167.5% |
| 5Y | +889.8% | +32.5% | +857.3% | +631.7% |
| All | +2,259.5% | +101.7% | +2,157.7% | +1,155.3% |
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 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