+1,402.3%
LITE vs XME
+300.2%
+1,102.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.3% | +3.3% |
| 7D | -35.9% | -4.5% | -31.5% | -33.3% |
| 30D | -51.5% | -10.9% | -40.7% | -46.6% |
| 3M | -35.7% | -15.3% | -20.5% | -26.7% |
| 6M | -43.0% | -24.6% | -18.3% | -28.5% |
| YTD | +46.1% | -9.6% | +55.7% | +61.5% |
| 1Y | +124.7% | +2.9% | +121.8% | +130.8% |
| 3Y | +1,172.1% | +86.9% | +1,085.2% | +819.0% |
| 5Y | +477.0% | +115.2% | +361.8% | +266.4% |
| All | +1,402.3% | +300.2% | +1,102.1% | +535.9% |
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