+1,493.1%
LITE vs XME
+260.6%
+1,232.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.3% |
| 7D | +10.8% | +0.3% | +10.5% | +10.9% |
| 30D | -33.4% | -6.1% | -27.3% | -29.2% |
| 3M | -32.2% | -18.6% | -13.6% | -20.1% |
| 6M | -42.1% | -23.9% | -18.2% | -27.8% |
| YTD | +61.9% | -9.3% | +71.2% | +79.1% |
| 1Y | +163.0% | +1.8% | +161.2% | +172.1% |
| 3Y | +1,358.0% | +93.0% | +1,265.0% | +934.4% |
| 5Y | +549.9% | +107.0% | +442.9% | +322.9% |
| All | +1,493.1% | +260.6% | +1,232.5% | +565.4% |
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