+1,499.9%
LITE vs XRT
+146.0%
+1,353.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -13.9% | +4.1% | -18.0% | -16.3% |
| 30D | -46.9% | +9.9% | -56.9% | -50.9% |
| 3M | -28.0% | +2.3% | -30.3% | -30.5% |
| 6M | -35.2% | +9.6% | -44.8% | -41.5% |
| YTD | +58.9% | +9.1% | +49.7% | +43.7% |
| 1Y | +125.3% | +16.2% | +109.1% | +94.5% |
| 3Y | +1,344.4% | +60.1% | +1,284.4% | +921.9% |
| 5Y | +541.2% | -0.5% | +541.6% | +510.1% |
| All | +1,499.9% | +146.0% | +1,353.9% | +619.7% |
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