+1,563.7%
LITE vs XME
+127.9%
+1,435.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.8% |
| 7D | -1.5% | -0.1% | -1.4% | -1.4% |
| 30D | +6.7% | +6.0% | +0.7% | -0.1% |
| 3M | -6.8% | -7.7% | +1.0% | +1.6% |
| 6M | +29.4% | +1.0% | +28.5% | +29.7% |
| YTD | +139.1% | +14.6% | +124.5% | +102.9% |
| 1Y | +521.0% | +46.0% | +475.0% | +304.3% |
| All | +1,563.7% | +127.9% | +1,435.8% | +532.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling