+232.7%
LITE vs XRT
+18.0%
+214.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.5% | -13.4% | -6.1% |
| 7D | -31.4% | +8.0% | -39.5% | -29.8% |
| 30D | -42.6% | +13.0% | -55.6% | -41.0% |
| 3M | -26.2% | +1.7% | -27.9% | -23.3% |
| 6M | -35.8% | +12.6% | -48.4% | -36.7% |
| YTD | +70.0% | +10.7% | +59.4% | +66.3% |
| 1Y | +232.7% | +18.4% | +214.3% | +211.1% |
| All | +232.7% | +18.0% | +214.8% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling