+1,103.8%
LITE vs XLP
+43.9%
+1,059.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.8% | -17.9% | -19.4% |
| 7D | -44.6% | +3.5% | -48.1% | -42.2% |
| 30D | -55.0% | +11.6% | -66.6% | -49.5% |
| 3M | -38.3% | +7.6% | -46.0% | -32.2% |
| 6M | -48.8% | +10.0% | -58.8% | -42.4% |
| YTD | +38.3% | +19.7% | +18.6% | +58.6% |
| 1Y | +119.0% | +23.5% | +95.5% | +151.8% |
| All | +1,103.8% | +43.9% | +1,059.9% | +981.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling