+3,068.2%
LITE vs OXY
+12.5%
+3,055.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.6% | +5.7% |
| 7D | -35.9% | -11.9% | -24.0% | -34.3% |
| 30D | -51.5% | -3.1% | -48.4% | -51.2% |
| 3M | -35.7% | +1.1% | -36.8% | -36.0% |
| 6M | -43.0% | +3.2% | -46.2% | -43.5% |
| YTD | +46.1% | +39.0% | +7.1% | +35.6% |
| 1Y | +124.7% | +42.7% | +82.0% | +107.3% |
| 3Y | +1,172.1% | -3.5% | +1,175.6% | +1,150.5% |
| 5Y | +477.0% | +81.3% | +395.7% | +398.3% |
| 10Y | +1,465.7% | +11.2% | +1,454.5% | +1,258.0% |
| All | +3,068.2% | +12.5% | +3,055.7% | +2,712.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling