+232.7%
LITE vs XLV
+34.1%
+198.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.1% | -10.9% | -5.0% |
| 7D | -31.4% | +5.5% | -37.0% | -27.8% |
| 30D | -42.6% | +13.3% | -55.9% | -35.7% |
| 3M | -26.2% | +17.4% | -43.7% | -16.1% |
| 6M | -35.8% | +32.1% | -67.9% | -32.7% |
| YTD | +70.0% | +24.0% | +46.0% | +94.0% |
| 1Y | +232.7% | +32.9% | +199.8% | +256.6% |
| All | +232.7% | +34.1% | +198.6% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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