+1,052.4%
LITE vs XLV
+33.9%
+1,018.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | +13.6% | -3.7% | +17.3% | +15.8% |
| 30D | +21.6% | -1.1% | +22.7% | +21.3% |
| 3M | +20.3% | +8.2% | +12.1% | +10.5% |
| 6M | +54.4% | +8.9% | +45.5% | +40.4% |
| YTD | +168.3% | +8.5% | +159.8% | +145.5% |
| 1Y | +551.8% | +22.3% | +529.5% | +435.9% |
| 3Y | +1,891.5% | +32.6% | +1,858.9% | +1,415.5% |
| All | +1,052.4% | +33.9% | +1,018.5% | +752.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling