+125.3%
LITE vs XLRE
+12.0%
+113.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.8% |
| 7D | -13.9% | +2.1% | -16.0% | -12.9% |
| 30D | -46.9% | +7.1% | -54.1% | -45.5% |
| 3M | -28.0% | +1.3% | -29.3% | -27.1% |
| 6M | -35.2% | +2.1% | -37.3% | -35.0% |
| YTD | +58.9% | +13.1% | +45.7% | +43.9% |
| 1Y | +125.3% | +11.9% | +113.4% | +110.6% |
| All | +125.3% | +12.0% | +113.3% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling