+3,574.4%
LITE vs XLV
+193.3%
+3,381.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.2% |
| 7D | +22.6% | +1.6% | +21.0% | +21.2% |
| 30D | -36.8% | +10.7% | -47.5% | -41.8% |
| 3M | -33.0% | +11.9% | -44.9% | -39.6% |
| 6M | -37.1% | +29.8% | -66.9% | -51.4% |
| YTD | +69.5% | +22.8% | +46.6% | +37.8% |
| 1Y | +146.1% | +25.0% | +121.1% | +97.2% |
| 3Y | +1,440.8% | +56.4% | +1,384.4% | +895.3% |
| 5Y | +580.4% | +52.3% | +528.2% | +349.6% |
| 10Y | +1,606.7% | +215.0% | +1,391.7% | +581.7% |
| All | +3,574.4% | +193.3% | +3,381.1% | +1,484.7% |
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