+1,568.0%
LITE vs XME
+266.4%
+1,301.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.1% |
| 7D | +22.6% | +5.3% | +17.2% | +18.4% |
| 30D | -36.8% | -8.2% | -28.6% | -31.6% |
| 3M | -33.0% | -18.4% | -14.6% | -21.2% |
| 6M | -37.1% | -22.8% | -14.2% | -22.4% |
| YTD | +69.5% | -7.9% | +77.4% | +85.3% |
| 1Y | +146.1% | -0.9% | +147.0% | +159.2% |
| 3Y | +1,440.8% | +96.0% | +1,344.9% | +980.6% |
| 5Y | +580.4% | +110.3% | +470.1% | +337.5% |
| All | +1,568.0% | +266.4% | +1,301.6% | +588.4% |
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