+2,898.2%
LITE vs XME
+404.1%
+2,494.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.6% | -13.1% | -15.3% |
| 7D | -44.6% | -10.5% | -34.0% | -40.3% |
| 30D | -55.0% | -16.5% | -38.6% | -49.2% |
| 3M | -38.3% | -19.2% | -19.2% | -29.0% |
| 6M | -48.8% | -23.8% | -24.9% | -38.3% |
| YTD | +38.3% | -12.6% | +50.8% | +54.2% |
| 1Y | +119.0% | -0.1% | +119.1% | +129.5% |
| 3Y | +1,092.0% | +79.3% | +1,012.7% | +844.7% |
| 5Y | +446.1% | +108.2% | +337.9% | +293.0% |
| 10Y | +1,381.7% | +292.6% | +1,089.1% | +672.2% |
| All | +2,898.2% | +404.1% | +2,494.1% | +1,305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling