+3,586.8%
LITE vs XLP
+146.9%
+3,439.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.4% | -11.2% | -9.3% |
| 7D | -31.4% | +5.9% | -37.3% | -33.4% |
| 30D | -42.6% | +13.5% | -56.0% | -46.4% |
| 3M | -26.2% | +8.4% | -34.6% | -29.9% |
| 6M | -35.8% | +11.5% | -47.3% | -41.1% |
| YTD | +70.0% | +20.6% | +49.4% | +47.2% |
| 1Y | +232.7% | +24.3% | +208.4% | +181.0% |
| 3Y | +1,365.7% | +45.1% | +1,320.7% | +961.6% |
| 5Y | +609.5% | +44.6% | +564.9% | +411.7% |
| 10Y | +1,721.9% | +133.1% | +1,588.9% | +878.9% |
| All | +3,586.8% | +146.9% | +3,439.9% | +1,971.8% |
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