+562.5%
LITE vs XME
+108.0%
+454.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.2% |
| 7D | +10.8% | +0.3% | +10.5% | +10.9% |
| 30D | -33.4% | -6.1% | -27.3% | -28.6% |
| 3M | -32.2% | -18.6% | -13.6% | -18.2% |
| 6M | -42.1% | -23.9% | -18.2% | -25.9% |
| YTD | +61.9% | -9.3% | +71.2% | +80.8% |
| 1Y | +163.0% | +1.8% | +161.2% | +172.7% |
| 3Y | +1,358.0% | +93.0% | +1,265.0% | +919.5% |
| All | +562.5% | +108.0% | +454.5% | +355.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling