+2,898.2%
LITE vs XLP
+145.0%
+2,753.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.8% | -17.9% | -18.4% |
| 7D | -44.6% | +3.5% | -48.1% | -45.5% |
| 30D | -55.0% | +11.6% | -66.6% | -57.7% |
| 3M | -38.3% | +7.6% | -46.0% | -41.2% |
| 6M | -48.8% | +10.0% | -58.8% | -52.6% |
| YTD | +38.3% | +19.7% | +18.6% | +20.2% |
| 1Y | +119.0% | +23.5% | +95.5% | +85.6% |
| 3Y | +1,092.0% | +44.0% | +1,048.0% | +766.7% |
| 5Y | +446.1% | +42.7% | +403.4% | +297.2% |
| 10Y | +1,381.7% | +131.3% | +1,250.4% | +699.2% |
| All | +2,898.2% | +145.0% | +2,753.2% | +1,591.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling