+5,083.9%
LITE vs XLV
+166.7%
+4,917.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.8% |
| 7D | -1.5% | +0.2% | -1.7% | -1.8% |
| 30D | +6.7% | +4.4% | +2.2% | +2.0% |
| 3M | -6.8% | +13.2% | -20.0% | -18.6% |
| 6M | +29.4% | +10.1% | +19.3% | +15.7% |
| YTD | +139.1% | +11.7% | +127.4% | +111.0% |
| 1Y | +521.0% | +26.9% | +494.1% | +386.2% |
| 3Y | +1,535.3% | +35.0% | +1,500.3% | +1,106.0% |
| 5Y | +889.8% | +35.9% | +854.0% | +621.4% |
| 10Y | +2,400.7% | +179.0% | +2,221.7% | +993.8% |
| All | +5,083.9% | +166.7% | +4,917.2% | +2,326.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling