+1,358.0%
LITE vs XLU
+60.0%
+1,298.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.9% |
| 7D | +10.8% | +2.1% | +8.7% | +9.2% |
| 30D | -33.4% | +5.6% | -39.0% | -36.3% |
| 3M | -32.2% | +0.7% | -33.0% | -32.7% |
| 6M | -42.1% | -0.1% | -42.0% | -42.5% |
| YTD | +61.9% | +5.3% | +56.5% | +55.1% |
| 1Y | +163.0% | +2.2% | +160.8% | +158.6% |
| 3Y | +1,358.0% | +61.6% | +1,296.4% | +946.2% |
| All | +1,358.0% | +60.0% | +1,298.0% | +946.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling