+446.1%
LITE vs XRT
-3.3%
+449.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.8% | -15.8% | -16.7% |
| 7D | -44.6% | +2.3% | -46.9% | -45.7% |
| 30D | -55.0% | +9.8% | -64.8% | -58.4% |
| 3M | -38.3% | -0.2% | -38.1% | -39.3% |
| 6M | -48.8% | +8.4% | -57.1% | -53.6% |
| YTD | +38.3% | +7.5% | +30.8% | +25.9% |
| 1Y | +119.0% | +13.2% | +105.8% | +91.2% |
| 3Y | +1,092.0% | +52.0% | +1,040.0% | +767.1% |
| 5Y | +446.1% | -3.2% | +449.2% | +359.5% |
| All | +446.1% | -3.3% | +449.4% | +359.5% |
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