+3,068.2%
LITE vs XLU
+188.0%
+2,880.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | -35.9% | -0.7% | -35.2% | -35.7% |
| 30D | -51.5% | +4.8% | -56.3% | -52.9% |
| 3M | -35.7% | +0.2% | -35.9% | -35.9% |
| 6M | -43.0% | -4.3% | -38.6% | -41.8% |
| YTD | +46.1% | +3.1% | +43.0% | +43.3% |
| 1Y | +124.7% | +0.3% | +124.4% | +124.3% |
| 3Y | +1,172.1% | +52.9% | +1,119.2% | +919.7% |
| 5Y | +477.0% | +49.1% | +427.9% | +362.6% |
| 10Y | +1,465.7% | +146.6% | +1,319.1% | +914.9% |
| All | +3,068.2% | +188.0% | +2,880.2% | +1,465.3% |
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