+3,406.8%
LITE vs ORLY
+458.8%
+2,948.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.8% | +10.7% |
| 7D | -12.9% | -1.0% | -11.9% | -12.7% |
| 30D | -46.0% | +3.9% | -49.8% | -46.6% |
| 3M | -33.0% | -4.0% | -29.0% | -32.8% |
| 6M | -34.0% | -3.4% | -30.6% | -34.4% |
| YTD | +61.7% | -1.6% | +63.3% | +58.9% |
| 1Y | +148.3% | -7.5% | +155.8% | +147.9% |
| 3Y | +1,408.5% | +37.7% | +1,370.8% | +1,204.9% |
| 5Y | +546.2% | +109.3% | +436.9% | +375.8% |
| 10Y | +1,533.3% | +409.9% | +1,123.4% | +856.2% |
| All | +3,406.8% | +458.8% | +2,948.1% | +1,988.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling