+1,533.3%
LITE vs XRT
+163.3%
+1,370.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.7% | +7.0% | +8.1% |
| 7D | -12.9% | +2.5% | -15.4% | -14.4% |
| 30D | -46.0% | +10.3% | -56.3% | -50.1% |
| 3M | -33.0% | +2.4% | -35.4% | -35.4% |
| 6M | -34.0% | +10.0% | -44.0% | -40.6% |
| YTD | +61.7% | +9.5% | +52.2% | +45.9% |
| 1Y | +148.3% | +17.2% | +131.1% | +113.2% |
| 3Y | +1,408.5% | +62.0% | +1,346.5% | +959.7% |
| 5Y | +546.2% | -2.1% | +548.3% | +522.0% |
| 10Y | +1,533.3% | +152.6% | +1,380.8% | +628.0% |
| All | +1,533.3% | +163.3% | +1,370.0% | +628.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling