+1,668.5%
LITE vs OXY
-3.3%
+1,671.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | -1.5% | +1.6% | -3.1% | -2.0% |
| 30D | +6.7% | +11.6% | -4.9% | +3.2% |
| 3M | -6.8% | +2.8% | -9.6% | -7.5% |
| 6M | +29.4% | +13.0% | +16.4% | +21.7% |
| YTD | +139.1% | +47.4% | +91.7% | +101.8% |
| 1Y | +521.0% | +31.5% | +489.5% | +448.1% |
| All | +1,668.5% | -3.3% | +1,671.8% | +1,493.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling