+156.7%
LITE vs OXY
+37.6%
+119.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +10.7% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | -34.9% | -6.4% | -28.5% | -34.7% |
| 3M | -21.0% | -2.6% | -18.4% | -20.8% |
| 6M | -38.5% | +4.8% | -43.2% | -37.3% |
| YTD | +75.8% | +41.2% | +34.7% | +79.2% |
| 1Y | +156.7% | +39.5% | +117.2% | +161.2% |
| All | +156.7% | +37.6% | +119.1% | +161.2% |
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