+5,083.9%
LITE vs XLU
+185.6%
+4,898.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | -1.5% | +0.8% | -2.4% | -2.0% |
| 30D | +6.7% | -1.3% | +8.0% | +7.5% |
| 3M | -6.8% | -1.3% | -5.4% | -6.5% |
| 6M | +29.4% | -7.6% | +37.1% | +35.2% |
| YTD | +139.1% | +2.3% | +136.8% | +136.0% |
| 1Y | +521.0% | +5.8% | +515.2% | +503.2% |
| 3Y | +1,535.3% | +50.5% | +1,484.8% | +1,222.7% |
| 5Y | +889.8% | +44.1% | +845.7% | +709.2% |
| 10Y | +2,400.7% | +138.2% | +2,262.5% | +1,547.6% |
| All | +5,083.9% | +185.6% | +4,898.3% | +2,478.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling