+232.7%
LITE vs XME
+5.2%
+227.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.0% | -6.8% | -6.7% |
| 7D | -31.4% | -5.5% | -26.0% | -26.5% |
| 30D | -42.6% | -11.1% | -31.5% | -33.5% |
| 3M | -26.2% | -11.1% | -15.1% | -15.3% |
| 6M | -35.8% | -18.0% | -17.8% | -18.2% |
| YTD | +70.0% | -7.4% | +77.4% | +60.8% |
| 1Y | +232.7% | +6.7% | +226.1% | +140.6% |
| All | +232.7% | +5.2% | +227.5% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling