+1,533.3%
LITE vs XME
+294.4%
+1,239.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.5% | +5.2% | +6.7% |
| 7D | -12.9% | +0.9% | -13.8% | -12.6% |
| 30D | -46.0% | -7.3% | -38.7% | -42.0% |
| 3M | -33.0% | -14.8% | -18.3% | -23.8% |
| 6M | -34.0% | -18.4% | -15.7% | -21.6% |
| YTD | +61.7% | -4.7% | +66.4% | +72.4% |
| 1Y | +148.3% | +5.7% | +142.6% | +150.2% |
| 3Y | +1,408.5% | +104.0% | +1,304.5% | +928.0% |
| 5Y | +546.2% | +122.4% | +423.7% | +299.2% |
| 10Y | +1,533.3% | +285.4% | +1,248.0% | +569.7% |
| All | +1,533.3% | +294.4% | +1,239.0% | +569.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling