+1,568.0%
LITE vs XOM
+203.9%
+1,364.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.5% | -4.2% |
| 7D | +22.6% | +2.7% | +19.8% | +21.5% |
| 30D | -36.8% | -2.5% | -34.3% | -36.1% |
| 3M | -33.0% | +7.0% | -40.0% | -34.5% |
| 6M | -37.1% | +14.2% | -51.3% | -40.2% |
| YTD | +69.5% | +43.9% | +25.6% | +46.6% |
| 1Y | +146.1% | +47.9% | +98.2% | +110.7% |
| 3Y | +1,440.8% | +80.6% | +1,360.2% | +1,109.7% |
| 5Y | +580.4% | +212.8% | +367.7% | +310.3% |
| All | +1,568.0% | +203.9% | +1,364.1% | +973.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 XOM 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