+1,533.3%
LITE vs XOM
+199.2%
+1,334.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.7% | +11.4% | +10.9% |
| 7D | -12.9% | -8.3% | -4.6% | -10.3% |
| 30D | -46.0% | -2.5% | -43.5% | -45.4% |
| 3M | -33.0% | +8.3% | -41.4% | -35.0% |
| 6M | -34.0% | +15.5% | -49.5% | -37.5% |
| YTD | +61.7% | +39.6% | +22.1% | +41.4% |
| 1Y | +148.3% | +44.6% | +103.7% | +114.2% |
| 3Y | +1,408.5% | +76.6% | +1,331.9% | +1,094.1% |
| 5Y | +546.2% | +195.8% | +350.4% | +299.2% |
| 10Y | +1,533.3% | +191.6% | +1,341.7% | +935.3% |
| All | +1,533.3% | +199.2% | +1,334.1% | +935.3% |
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