+5,083.9%
LITE vs ORLY
+446.9%
+4,636.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | +6.7% | -5.9% | +12.6% | +8.0% |
| 3M | -6.8% | -0.6% | -6.2% | -7.3% |
| 6M | +29.4% | -6.8% | +36.2% | +30.1% |
| YTD | +139.1% | -3.6% | +142.7% | +137.1% |
| 1Y | +521.0% | -16.3% | +537.3% | +538.8% |
| 3Y | +1,535.3% | +39.1% | +1,496.1% | +1,312.2% |
| 5Y | +889.8% | +125.4% | +764.4% | +611.2% |
| 10Y | +2,400.7% | +366.5% | +2,034.2% | +1,391.7% |
| All | +5,083.9% | +446.9% | +4,636.9% | +3,017.1% |
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 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