Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LITE vs QXO✓SelectedUSD · QXOLITE vs QXO performance historyLatest closeAs of-5.39%09/10
Stock and ETF performance explorer

LITE vs QXO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,405.2%
QXO return
+34.3%
Excess return
+2,371.0%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-10 to 2026-09-10.

Portfolio and benchmark returns by period
PeriodPortfolioQXOExcessAlpha
1D-5.4%-3.3%-2.1%-5.3%
7D+10.4%-8.7%+19.1%+10.7%
30D+14.0%-21.0%+35.0%+14.7%
3M+9.7%-18.4%+28.1%+10.2%
6M+39.2%-43.0%+82.3%+41.1%
YTD+153.9%-36.3%+190.1%+156.1%
1Y+467.5%-42.8%+510.3%+474.1%
3Y+1,784.2%-45.8%+1,830.0%+1,723.6%
5Y+990.3%-70.8%+1,061.1%+956.4%
All+2,405.2%+34.3%+2,371.0%+2,279.4%

Cumulative growth

Daily Returns

Daily percentage return beside QXO.

Daily Out/Under-Performance

Portfolio return minus QXO return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × QXO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded QXO 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…

2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling