+5,083.9%
LITE vs XLY
+225.9%
+4,858.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +5.4% |
| 7D | -1.5% | -2.0% | +0.4% | +0.4% |
| 30D | +6.7% | -3.1% | +9.8% | +9.4% |
| 3M | -6.8% | -1.8% | -4.9% | -6.2% |
| 6M | +29.4% | -0.9% | +30.3% | +28.6% |
| YTD | +139.1% | -3.4% | +142.5% | +141.0% |
| 1Y | +521.0% | -1.5% | +522.5% | +517.3% |
| 3Y | +1,535.3% | +38.8% | +1,496.5% | +1,103.0% |
| 5Y | +889.8% | +30.5% | +859.3% | +655.3% |
| 10Y | +2,400.7% | +215.3% | +2,185.4% | +798.4% |
| All | +5,083.9% | +225.9% | +4,858.0% | +1,772.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling