+2,502.5%
LITE vs XLU
+139.3%
+2,363.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.2% | +10.6% |
| 7D | +12.6% | +2.1% | +10.5% | +11.3% |
| 30D | +9.9% | -0.4% | +10.3% | +10.2% |
| 3M | +9.3% | +0.5% | +8.8% | +8.7% |
| 6M | +75.2% | -5.8% | +81.0% | +81.0% |
| YTD | +165.5% | +3.1% | +162.3% | +160.9% |
| 1Y | +555.0% | +8.1% | +546.9% | +528.8% |
| 3Y | +1,870.5% | +50.5% | +1,819.9% | +1,492.1% |
| 5Y | +1,009.8% | +44.7% | +965.1% | +804.0% |
| 10Y | +2,502.5% | +136.8% | +2,365.7% | +1,704.1% |
| All | +2,502.5% | +139.3% | +2,363.2% | +1,704.1% |
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