+146.1%
LITE vs XLU
+0.4%
+145.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +22.6% | +1.2% | +21.4% | +21.5% |
| 30D | -36.8% | +4.6% | -41.4% | -39.4% |
| 3M | -33.0% | +0.7% | -33.7% | -33.3% |
| 6M | -37.1% | -1.7% | -35.3% | -36.2% |
| YTD | +69.5% | +4.8% | +64.7% | +54.6% |
| 1Y | +146.1% | +0.2% | +145.9% | +168.2% |
| All | +146.1% | +0.4% | +145.7% | +168.2% |
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