+1,402.3%
LITE vs CVX
+205.8%
+1,196.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.8% | +5.7% |
| 7D | -35.9% | -9.7% | -26.2% | -33.2% |
| 30D | -51.5% | +3.6% | -55.2% | -52.1% |
| 3M | -35.7% | +13.3% | -49.1% | -38.9% |
| 6M | -43.0% | +16.9% | -59.9% | -46.7% |
| YTD | +46.1% | +43.4% | +2.7% | +24.0% |
| 1Y | +124.7% | +44.5% | +80.2% | +90.0% |
| 3Y | +1,172.1% | +64.0% | +1,108.1% | +914.0% |
| 5Y | +477.0% | +126.4% | +350.6% | +288.1% |
| All | +1,402.3% | +205.8% | +1,196.5% | +927.0% |
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 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