+1,009.8%
LITE vs ORLY
+121.3%
+888.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.3% | +13.3% | +11.0% |
| 7D | +12.6% | -2.3% | +15.0% | +12.6% |
| 30D | +9.9% | -8.2% | +18.1% | +10.0% |
| 3M | +9.3% | -3.5% | +12.8% | +9.3% |
| 6M | +75.2% | -9.2% | +84.4% | +75.9% |
| YTD | +165.5% | -5.8% | +171.3% | +164.4% |
| 1Y | +555.0% | -19.3% | +574.3% | +568.0% |
| 3Y | +1,870.5% | +34.4% | +1,836.0% | +1,658.6% |
| 5Y | +1,009.8% | +117.8% | +892.0% | +737.1% |
| All | +1,009.8% | +121.3% | +888.6% | +737.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 5y: compounded portfolio wealth divided by compounded ORLY 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…
5y analysis · Full analysis span regression · 6 months rolling