+3,586.8%
LITE vs SLB
-17.2%
+3,604.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.1% | -6.8% | -7.5% |
| 7D | -31.4% | -4.1% | -27.3% | -30.4% |
| 30D | -42.6% | +2.5% | -45.1% | -42.9% |
| 3M | -26.2% | +2.0% | -28.2% | -26.9% |
| 6M | -35.8% | -6.3% | -29.4% | -34.8% |
| YTD | +70.0% | +36.5% | +33.5% | +54.0% |
| 1Y | +232.7% | +46.2% | +186.5% | +195.5% |
| 3Y | +1,365.7% | -2.1% | +1,367.8% | +1,337.1% |
| 5Y | +609.5% | +73.7% | +535.8% | +476.3% |
| 10Y | +1,721.9% | -12.3% | +1,734.2% | +1,481.4% |
| All | +3,586.8% | -17.2% | +3,604.0% | +2,535.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling