+1,402.3%
LITE vs SLB
-16.2%
+1,418.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.5% |
| 7D | -35.9% | -7.1% | -28.8% | -34.2% |
| 30D | -51.5% | +4.1% | -55.6% | -51.9% |
| 3M | -35.7% | -2.6% | -33.1% | -35.2% |
| 6M | -43.0% | -8.6% | -34.4% | -41.5% |
| YTD | +46.1% | +32.2% | +13.9% | +33.5% |
| 1Y | +124.7% | +40.7% | +84.1% | +101.6% |
| 3Y | +1,172.1% | -4.5% | +1,176.6% | +1,159.2% |
| 5Y | +477.0% | +66.4% | +410.7% | +372.1% |
| All | +1,402.3% | -16.2% | +1,418.6% | +1,325.8% |
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