+5,705.4%
LITE vs XLRE
+112.0%
+5,593.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.5% |
| 7D | -1.5% | -1.2% | -0.3% | -0.8% |
| 30D | +6.7% | -2.8% | +9.5% | +8.7% |
| 3M | -6.8% | -0.2% | -6.6% | -7.8% |
| 6M | +29.4% | +1.9% | +27.5% | +26.1% |
| YTD | +139.1% | +10.6% | +128.5% | +119.1% |
| 1Y | +521.0% | +8.8% | +512.2% | +474.6% |
| 3Y | +1,535.3% | +31.5% | +1,503.8% | +1,223.6% |
| 5Y | +889.8% | +6.6% | +883.3% | +816.2% |
| 10Y | +2,400.7% | +84.0% | +2,316.7% | +1,538.5% |
| All | +5,705.4% | +112.0% | +5,593.4% | +3,505.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling