+2,898.2%
LITE vs SLB
-20.3%
+2,918.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.7% | -15.0% | -17.6% |
| 7D | -44.6% | -7.7% | -36.8% | -43.0% |
| 30D | -55.0% | -0.7% | -54.3% | -54.7% |
| 3M | -38.3% | 0.0% | -38.3% | -38.4% |
| 6M | -48.8% | -10.4% | -38.3% | -47.2% |
| YTD | +38.3% | +31.5% | +6.8% | +26.9% |
| 1Y | +119.0% | +39.1% | +79.9% | +97.7% |
| 3Y | +1,092.0% | -5.7% | +1,097.7% | +1,084.8% |
| 5Y | +446.1% | +65.4% | +380.6% | +350.9% |
| 10Y | +1,381.7% | -15.6% | +1,397.3% | +1,203.8% |
| All | +2,898.2% | -20.3% | +2,918.5% | +2,073.0% |
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