+2,331.0%
LITE vs SLB
-3.2%
+2,334.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | -1.5% | +0.8% | -2.4% | -1.8% |
| 30D | +6.7% | +15.8% | -9.2% | +1.6% |
| 3M | -6.8% | -0.3% | -6.4% | -7.2% |
| 6M | +29.4% | +21.3% | +8.1% | +21.6% |
| YTD | +139.1% | +52.3% | +86.8% | +108.3% |
| 1Y | +521.0% | +63.6% | +457.4% | +430.1% |
| 3Y | +1,535.3% | +3.8% | +1,531.5% | +1,466.5% |
| 5Y | +889.8% | +128.6% | +761.2% | +629.4% |
| All | +2,331.0% | -3.2% | +2,334.2% | +2,133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 10y: compounded portfolio wealth divided by compounded SLB 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…
10y analysis · Full analysis span regression · 6 months rolling