+3,068.2%
LITE vs CVX
+267.2%
+2,801.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.8% | +5.7% |
| 7D | -35.9% | -9.7% | -26.2% | -33.5% |
| 30D | -51.5% | +3.6% | -55.2% | -52.0% |
| 3M | -35.7% | +13.3% | -49.1% | -38.6% |
| 6M | -43.0% | +16.9% | -59.9% | -46.3% |
| YTD | +46.1% | +43.4% | +2.7% | +26.2% |
| 1Y | +124.7% | +44.5% | +80.2% | +93.5% |
| 3Y | +1,172.1% | +64.0% | +1,108.1% | +940.8% |
| 5Y | +477.0% | +126.4% | +350.6% | +309.6% |
| 10Y | +1,465.7% | +209.4% | +1,256.3% | +903.5% |
| All | +3,068.2% | +267.2% | +2,801.0% | +1,743.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling