+1,493.1%
LITE vs XLY
+231.9%
+1,261.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.1% |
| 7D | +10.8% | +2.0% | +8.7% | +8.7% |
| 30D | -33.4% | +7.6% | -41.0% | -38.5% |
| 3M | -32.2% | +1.5% | -33.7% | -33.8% |
| 6M | -42.1% | +1.5% | -43.6% | -44.0% |
| YTD | +61.9% | +1.1% | +60.8% | +55.2% |
| 1Y | +163.0% | +4.3% | +158.7% | +144.1% |
| 3Y | +1,358.0% | +51.8% | +1,306.2% | +857.3% |
| 5Y | +549.9% | +22.8% | +527.1% | +426.1% |
| All | +1,493.1% | +231.9% | +1,261.2% | +255.1% |
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