+555.0%
LITE vs OXY
+34.1%
+520.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.0% | +10.0% | +11.0% |
| 7D | +12.6% | -0.5% | +13.1% | +12.6% |
| 30D | +9.9% | +8.5% | +1.4% | +9.8% |
| 3M | +9.3% | +6.0% | +3.3% | +10.0% |
| 6M | +75.2% | +13.0% | +62.3% | +71.4% |
| YTD | +165.5% | +48.9% | +116.6% | +149.0% |
| 1Y | +555.0% | +36.4% | +518.6% | +540.4% |
| All | +555.0% | +34.1% | +520.8% | +540.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 1y: compounded portfolio wealth divided by compounded OXY 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…
1y analysis · Full analysis span regression · 6 months rolling