+1,560.7%
LLY vs OXY
+7.0%
+1,553.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -3.2% | +1.4% | -4.5% | -3.3% |
| 30D | -7.4% | +4.0% | -11.5% | -7.8% |
| 3M | -1.0% | +7.6% | -8.6% | -1.8% |
| 6M | +12.5% | +16.2% | -3.7% | +10.5% |
| YTD | +5.0% | +50.8% | -45.8% | +0.7% |
| 1Y | +49.8% | +34.7% | +15.1% | +44.9% |
| 3Y | +95.5% | -1.0% | +96.5% | +92.9% |
| 5Y | +390.7% | +163.2% | +227.5% | +336.1% |
| All | +1,560.7% | +7.0% | +1,553.7% | +1,443.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded OXY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling