+1,618.0%
LITE vs XLU
+154.8%
+1,463.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +9.8% |
| 7D | -12.9% | +0.3% | -13.2% | -12.9% |
| 30D | -46.0% | +5.7% | -51.7% | -47.8% |
| 3M | -33.0% | +1.2% | -34.2% | -33.5% |
| 6M | -34.0% | -0.7% | -33.3% | -34.1% |
| YTD | +61.7% | +4.7% | +57.0% | +57.3% |
| 1Y | +148.3% | +0.4% | +147.9% | +147.8% |
| 3Y | +1,408.5% | +59.6% | +1,348.9% | +1,078.0% |
| 5Y | +546.2% | +52.9% | +493.3% | +409.2% |
| All | +1,618.0% | +154.8% | +1,463.2% | +1,082.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling