+232.7%
LITE vs CVX
+47.0%
+185.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.7% | -4.2% | -9.5% |
| 7D | -31.4% | -5.3% | -26.1% | -33.3% |
| 30D | -42.6% | +5.1% | -47.7% | -40.2% |
| 3M | -26.2% | +14.9% | -41.2% | -19.0% |
| 6M | -35.8% | +14.9% | -50.7% | -29.0% |
| YTD | +70.0% | +46.3% | +23.7% | +134.6% |
| 1Y | +232.7% | +47.0% | +185.7% | +358.0% |
| All | +232.7% | +47.0% | +185.8% | +358.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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