+541.2%
LITE vs XOP
+79.6%
+461.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | -13.9% | -8.4% | -5.6% | -10.4% |
| 30D | -46.9% | -8.4% | -38.6% | -44.6% |
| 3M | -28.0% | +0.2% | -28.2% | -27.9% |
| 6M | -35.2% | +7.2% | -42.4% | -37.3% |
| YTD | +58.9% | +40.8% | +18.1% | +34.0% |
| 1Y | +125.3% | +36.3% | +89.0% | +93.2% |
| 3Y | +1,344.4% | +37.2% | +1,307.2% | +1,128.2% |
| 5Y | +541.2% | +86.6% | +454.5% | +417.6% |
| All | +541.2% | +79.6% | +461.6% | +417.6% |
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