+232.7%
LITE vs XLU
+0.7%
+232.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.4% | -8.3% | -8.2% |
| 7D | -31.4% | +2.6% | -34.1% | -32.9% |
| 30D | -42.6% | +9.1% | -51.7% | -47.4% |
| 3M | -26.2% | -0.4% | -25.8% | -25.9% |
| 6M | -35.8% | -4.7% | -31.1% | -32.4% |
| YTD | +70.0% | +4.3% | +65.8% | +57.5% |
| 1Y | +232.7% | +1.0% | +231.8% | +249.6% |
| All | +232.7% | +0.7% | +232.1% | +249.6% |
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