+1,009.8%
LITE vs XLU
+47.4%
+962.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.2% | +10.5% |
| 7D | +12.6% | +2.1% | +10.5% | +11.2% |
| 30D | +9.9% | -0.4% | +10.3% | +10.3% |
| 3M | +9.3% | +0.5% | +8.8% | +8.6% |
| 6M | +75.2% | -5.8% | +81.0% | +81.5% |
| YTD | +165.5% | +3.1% | +162.3% | +160.6% |
| 1Y | +555.0% | +8.1% | +546.9% | +527.6% |
| 3Y | +1,870.5% | +50.5% | +1,819.9% | +1,503.2% |
| 5Y | +1,009.8% | +44.7% | +965.1% | +801.4% |
| All | +1,009.8% | +47.4% | +962.4% | +801.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling