+990.3%
LITE vs XLY
+26.1%
+964.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -4.9% | -5.0% |
| 7D | +10.4% | -3.9% | +14.3% | +14.6% |
| 30D | +14.0% | -6.1% | +20.1% | +20.3% |
| 3M | +9.7% | -1.2% | +10.8% | +9.4% |
| 6M | +39.2% | -1.8% | +41.0% | +38.9% |
| YTD | +153.9% | -5.9% | +159.7% | +162.2% |
| 1Y | +467.5% | -3.1% | +470.6% | +472.6% |
| 3Y | +1,784.2% | +36.0% | +1,748.2% | +1,338.6% |
| 5Y | +990.3% | +27.6% | +962.7% | +764.2% |
| All | +990.3% | +26.1% | +964.2% | +764.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling