+521.0%
LITE vs XLU
+4.9%
+516.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | -1.5% | +0.8% | -2.4% | -2.3% |
| 30D | +6.7% | -1.3% | +8.0% | +8.0% |
| 3M | -6.8% | -1.3% | -5.4% | -6.9% |
| 6M | +29.4% | -7.6% | +37.1% | +39.7% |
| YTD | +139.1% | +2.3% | +136.8% | +133.0% |
| 1Y | +521.0% | +5.8% | +515.2% | +532.4% |
| All | +521.0% | +4.9% | +516.1% | +532.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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