+129.4%
LITE vs XLU
+0.1%
+129.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +9.4% |
| 7D | -12.9% | +0.3% | -13.2% | -13.0% |
| 30D | -46.0% | +5.7% | -51.7% | -48.8% |
| 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% | +47.6% |
| All | +129.4% | +0.1% | +129.2% | +148.1% |
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 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