+901.5%
LITE vs XOM
+247.6%
+654.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.3% |
| 7D | -1.5% | +1.8% | -3.3% | -1.8% |
| 30D | +6.7% | +5.9% | +0.8% | +5.4% |
| 3M | -6.8% | +5.6% | -12.3% | -7.8% |
| 6M | +29.4% | +7.9% | +21.6% | +26.5% |
| YTD | +139.1% | +35.2% | +103.9% | +122.3% |
| 1Y | +521.0% | +46.0% | +475.0% | +466.2% |
| 3Y | +1,535.3% | +55.0% | +1,480.3% | +1,365.4% |
| All | +901.5% | +247.6% | +654.0% | +669.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling