+1,870.5%
LITE vs XLRE
+31.7%
+1,838.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.1% | +11.1% |
| 7D | +12.6% | -0.3% | +12.9% | +12.8% |
| 30D | +9.9% | -2.4% | +12.3% | +11.7% |
| 3M | +9.3% | +0.6% | +8.7% | +7.0% |
| 6M | +75.2% | +3.9% | +71.3% | +66.2% |
| YTD | +165.5% | +10.5% | +155.0% | +138.4% |
| 1Y | +555.0% | +8.4% | +546.6% | +496.4% |
| 3Y | +1,870.5% | +32.8% | +1,837.7% | +1,299.1% |
| All | +1,870.5% | +31.7% | +1,838.8% | +1,299.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling