+1,358.0%
LITE vs XLV
+57.1%
+1,301.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.6% |
| 7D | +10.8% | +2.2% | +8.6% | +10.4% |
| 30D | -33.4% | +8.6% | -42.0% | -34.1% |
| 3M | -32.2% | +12.6% | -44.8% | -33.9% |
| 6M | -42.1% | +29.8% | -71.9% | -49.4% |
| YTD | +61.9% | +23.5% | +38.4% | +48.1% |
| 1Y | +163.0% | +25.7% | +137.3% | +137.3% |
| 3Y | +1,358.0% | +56.3% | +1,301.7% | +980.4% |
| All | +1,358.0% | +57.1% | +1,301.0% | +980.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling