+542.4%
LITE vs SLB
+69.5%
+472.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | -13.9% | -4.3% | -9.6% | -12.3% |
| 30D | -46.9% | +1.9% | -48.9% | -46.9% |
| 3M | -28.0% | -5.7% | -22.3% | -26.4% |
| 6M | -35.2% | -5.3% | -29.9% | -34.1% |
| YTD | +58.9% | +32.2% | +26.7% | +44.3% |
| 1Y | +125.3% | +38.5% | +86.8% | +101.5% |
| 3Y | +1,344.4% | +1.1% | +1,343.3% | +1,276.9% |
| All | +542.4% | +69.5% | +472.9% | +456.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling