+1,587.5%
LITE vs CVX
+199.5%
+1,388.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -13.9% | -6.2% | -7.7% | -11.7% |
| 30D | -46.9% | -0.4% | -46.6% | -46.8% |
| 3M | -28.0% | +9.3% | -37.3% | -30.5% |
| 6M | -35.2% | +18.4% | -53.6% | -39.8% |
| YTD | +58.9% | +42.5% | +16.4% | +35.1% |
| 1Y | +125.3% | +41.0% | +84.3% | +92.2% |
| 3Y | +1,344.4% | +67.5% | +1,276.9% | +1,040.9% |
| 5Y | +541.2% | +126.1% | +415.1% | +331.2% |
| 10Y | +1,587.5% | +198.8% | +1,388.8% | +1,050.1% |
| All | +1,587.5% | +199.5% | +1,388.1% | +1,050.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling