+2,382.0%
LITE vs XLY
+220.9%
+2,161.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.9% |
| 7D | +5.2% | -1.7% | +6.9% | +7.0% |
| 30D | -0.6% | -4.2% | +3.6% | +3.2% |
| 3M | +4.2% | -2.7% | +6.9% | +5.7% |
| 6M | +38.0% | -0.6% | +38.6% | +35.8% |
| YTD | +151.5% | -5.0% | +156.5% | +157.8% |
| 1Y | +462.2% | -4.1% | +466.3% | +474.7% |
| 3Y | +1,810.6% | +33.6% | +1,777.0% | +1,331.5% |
| 5Y | +980.2% | +28.7% | +951.5% | +717.0% |
| All | +2,382.0% | +220.9% | +2,161.1% | +463.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 10y: compounded portfolio wealth divided by compounded XLY 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…
10y analysis · Full analysis span regression · 6 months rolling