+2,898.2%
LITE vs XRT
+114.3%
+2,783.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.8% | -15.8% | -16.8% |
| 7D | -44.6% | +2.3% | -46.9% | -45.6% |
| 30D | -55.0% | +9.8% | -64.8% | -58.3% |
| 3M | -38.3% | -0.2% | -38.1% | -39.4% |
| 6M | -48.8% | +8.4% | -57.1% | -53.2% |
| YTD | +38.3% | +7.5% | +30.8% | +26.8% |
| 1Y | +119.0% | +13.2% | +105.8% | +93.6% |
| 3Y | +1,092.0% | +52.0% | +1,040.0% | +787.5% |
| 5Y | +446.1% | -3.2% | +449.2% | +428.9% |
| 10Y | +1,381.7% | +157.1% | +1,224.6% | +604.8% |
| All | +2,898.2% | +114.3% | +2,783.9% | +1,172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling