+1,358.0%
LITE vs OXY
+1.6%
+1,356.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | +10.8% | +4.2% | +6.6% | +9.5% |
| 30D | -33.4% | -4.3% | -29.1% | -32.4% |
| 3M | -32.2% | +2.3% | -34.5% | -32.8% |
| 6M | -42.1% | +5.5% | -47.6% | -43.2% |
| YTD | +61.9% | +44.9% | +17.0% | +36.1% |
| 1Y | +163.0% | +42.6% | +120.4% | +122.1% |
| 3Y | +1,358.0% | +0.7% | +1,357.3% | +1,280.5% |
| All | +1,358.0% | +1.6% | +1,356.4% | +1,280.5% |
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