+901.5%
LITE vs XOP
+156.6%
+744.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.3% |
| 7D | -1.5% | +2.6% | -4.1% | -2.6% |
| 30D | +6.7% | +15.4% | -8.8% | +0.3% |
| 3M | -6.8% | +12.1% | -18.8% | -11.4% |
| 6M | +29.4% | +19.7% | +9.8% | +18.4% |
| YTD | +139.1% | +52.4% | +86.7% | +96.0% |
| 1Y | +521.0% | +47.6% | +473.4% | +416.6% |
| 3Y | +1,535.3% | +34.4% | +1,500.9% | +1,286.4% |
| All | +901.5% | +156.6% | +744.9% | +638.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling