+1,358.0%
LITE vs XOM
+80.9%
+1,277.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.5% |
| 7D | +10.8% | +2.8% | +7.9% | +10.5% |
| 30D | -33.4% | -3.6% | -29.8% | -33.1% |
| 3M | -32.2% | +8.2% | -40.5% | -32.2% |
| 6M | -42.1% | +14.0% | -56.1% | -42.3% |
| YTD | +61.9% | +44.6% | +17.3% | +52.4% |
| 1Y | +163.0% | +47.8% | +115.2% | +146.1% |
| 3Y | +1,358.0% | +79.6% | +1,278.4% | +1,317.0% |
| All | +1,358.0% | +80.9% | +1,277.1% | +1,317.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling