+3,757.5%
LITE vs XLRE
+116.9%
+3,640.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -13.9% | +2.1% | -16.0% | -15.0% |
| 30D | -46.9% | +7.1% | -54.1% | -49.5% |
| 3M | -28.0% | +1.3% | -29.3% | -29.0% |
| 6M | -35.2% | +2.1% | -37.3% | -37.3% |
| YTD | +58.9% | +13.1% | +45.7% | +42.8% |
| 1Y | +125.3% | +11.9% | +113.4% | +104.4% |
| 3Y | +1,344.4% | +43.7% | +1,300.8% | +994.6% |
| 5Y | +541.2% | +9.7% | +531.4% | +480.2% |
| 10Y | +1,587.5% | +113.0% | +1,474.5% | +922.4% |
| All | +3,757.5% | +116.9% | +3,640.6% | +2,250.4% |
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