+1,938.3%
LITE vs XLY
+34.6%
+1,903.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +2.7% |
| 7D | +13.6% | -2.1% | +15.7% | +16.2% |
| 30D | +21.6% | -6.0% | +27.6% | +29.9% |
| 3M | +20.3% | -2.7% | +23.1% | +22.0% |
| 6M | +54.4% | -1.5% | +55.8% | +52.2% |
| YTD | +168.3% | -5.4% | +173.8% | +176.6% |
| 1Y | +551.8% | -3.8% | +555.6% | +557.6% |
| All | +1,938.3% | +34.6% | +1,903.7% | +1,106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling