+1,402.3%
LITE vs XRT
+149.4%
+1,253.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.9% |
| 7D | -35.9% | +0.9% | -36.8% | -36.7% |
| 30D | -51.5% | +7.9% | -59.5% | -54.7% |
| 3M | -35.7% | -0.2% | -35.6% | -37.0% |
| 6M | -43.0% | +5.6% | -48.5% | -47.2% |
| YTD | +46.1% | +5.7% | +40.5% | +35.0% |
| 1Y | +124.7% | +14.6% | +110.1% | +95.5% |
| 3Y | +1,172.1% | +50.7% | +1,121.4% | +838.2% |
| 5Y | +477.0% | -4.8% | +481.9% | +465.6% |
| All | +1,402.3% | +149.4% | +1,253.0% | +601.6% |
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