+901.5%
LITE vs XRT
-1.0%
+902.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.3% |
| 7D | -1.5% | +0.8% | -2.3% | -2.1% |
| 30D | +6.7% | -4.2% | +10.8% | +9.5% |
| 3M | -6.8% | +5.1% | -11.8% | -11.8% |
| 6M | +29.4% | +2.4% | +27.0% | +24.5% |
| YTD | +139.1% | +3.2% | +135.9% | +127.5% |
| 1Y | +521.0% | +1.5% | +519.5% | +500.2% |
| 3Y | +1,535.3% | +40.6% | +1,494.7% | +1,177.3% |
| All | +901.5% | -1.0% | +902.6% | +771.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling