+3,827.3%
LITE vs XLRE
+117.2%
+3,710.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +9.7% |
| 7D | -12.9% | +2.3% | -15.2% | -14.1% |
| 30D | -46.0% | +7.3% | -53.3% | -48.7% |
| 3M | -33.0% | +0.1% | -33.1% | -33.3% |
| 6M | -34.0% | +2.3% | -36.3% | -36.2% |
| YTD | +61.7% | +13.3% | +48.4% | +45.2% |
| 1Y | +148.3% | +12.0% | +136.3% | +125.2% |
| 3Y | +1,408.5% | +45.5% | +1,363.0% | +1,033.4% |
| 5Y | +546.2% | +9.3% | +536.8% | +486.2% |
| 10Y | +1,533.3% | +110.1% | +1,423.2% | +896.0% |
| All | +3,827.3% | +117.2% | +3,710.0% | +2,290.7% |
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