+1,499.9%
LITE vs XME
+274.9%
+1,225.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.3% |
| 7D | -13.9% | -0.2% | -13.7% | -12.9% |
| 30D | -46.9% | -9.2% | -37.8% | -42.2% |
| 3M | -28.0% | -17.8% | -10.3% | -15.9% |
| 6M | -35.2% | -20.0% | -15.2% | -21.9% |
| YTD | +58.9% | -6.6% | +65.4% | +71.8% |
| 1Y | +125.3% | +1.8% | +123.6% | +132.9% |
| 3Y | +1,344.4% | +98.7% | +1,245.7% | +902.0% |
| 5Y | +541.2% | +123.9% | +417.3% | +295.5% |
| All | +1,499.9% | +274.9% | +1,225.0% | +546.8% |
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