+124.7%
LITE vs XRT
+11.9%
+112.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +5.2% |
| 7D | -35.9% | +0.9% | -36.8% | -35.2% |
| 30D | -51.5% | +7.9% | -59.5% | -50.4% |
| 3M | -35.7% | -0.2% | -35.6% | -34.2% |
| 6M | -43.0% | +5.6% | -48.5% | -42.9% |
| YTD | +46.1% | +5.7% | +40.5% | +42.3% |
| 1Y | +124.7% | +14.6% | +110.1% | +114.3% |
| All | +124.7% | +11.9% | +112.8% | +114.3% |
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