+2,502.5%
LITE vs XOM
+179.5%
+2,323.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +10.8% |
| 7D | +12.6% | -2.4% | +15.0% | +13.5% |
| 30D | +9.9% | +5.7% | +4.3% | +7.6% |
| 3M | +9.3% | +6.6% | +2.7% | +6.3% |
| 6M | +75.2% | +7.7% | +67.6% | +68.4% |
| YTD | +165.5% | +36.2% | +129.3% | +133.4% |
| 1Y | +555.0% | +50.5% | +504.5% | +454.4% |
| 3Y | +1,870.5% | +53.4% | +1,817.1% | +1,532.3% |
| 5Y | +1,009.8% | +254.2% | +755.6% | +521.5% |
| 10Y | +2,502.5% | +177.9% | +2,324.6% | +1,497.2% |
| All | +2,502.5% | +179.5% | +2,323.0% | +1,497.2% |
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