+1,172.1%
LITE vs XRT
+49.6%
+1,122.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +7.1% |
| 7D | -35.9% | +0.9% | -36.8% | -36.7% |
| 30D | -51.5% | +7.9% | -59.5% | -55.3% |
| 3M | -35.7% | -0.2% | -35.6% | -37.0% |
| 6M | -43.0% | +5.6% | -48.5% | -48.6% |
| YTD | +46.1% | +5.7% | +40.5% | +30.5% |
| 1Y | +124.7% | +14.6% | +110.1% | +81.9% |
| 3Y | +1,172.1% | +50.7% | +1,121.4% | +636.6% |
| All | +1,172.1% | +49.6% | +1,122.5% | +636.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling