+490.8%
LITE vs XOM
+201.5%
+289.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.3% | +5.6% |
| 7D | -35.9% | -11.4% | -24.5% | -34.6% |
| 30D | -51.5% | +1.1% | -52.6% | -51.4% |
| 3M | -35.7% | +7.8% | -43.6% | -36.5% |
| 6M | -43.0% | +13.0% | -56.0% | -44.1% |
| YTD | +46.1% | +40.6% | +5.5% | +35.2% |
| 1Y | +124.7% | +49.1% | +75.6% | +104.9% |
| 3Y | +1,172.1% | +72.9% | +1,099.2% | +1,017.1% |
| All | +490.8% | +201.5% | +289.3% | +381.7% |
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