+1,344.4%
LITE vs XOP
+37.1%
+1,307.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.3% |
| 7D | -13.9% | -8.4% | -5.6% | -8.9% |
| 30D | -46.9% | -8.4% | -38.6% | -43.6% |
| 3M | -28.0% | +0.2% | -28.2% | -28.0% |
| 6M | -35.2% | +7.2% | -42.4% | -38.5% |
| YTD | +58.9% | +40.8% | +18.1% | +19.2% |
| 1Y | +125.3% | +36.3% | +89.0% | +73.7% |
| 3Y | +1,344.4% | +37.2% | +1,307.2% | +995.0% |
| All | +1,344.4% | +37.1% | +1,307.3% | +995.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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