+1,560.7%
LLY vs OXY
+6.5%
+1,554.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -3.2% | +0.9% | -4.1% | -3.2% |
| 30D | -7.4% | +3.6% | -11.0% | -7.7% |
| 3M | -1.0% | +7.1% | -8.1% | -1.7% |
| 6M | +12.5% | +15.7% | -3.2% | +10.6% |
| YTD | +5.0% | +50.1% | -45.1% | +0.7% |
| 1Y | +49.8% | +34.1% | +15.7% | +45.0% |
| 3Y | +95.5% | -1.5% | +96.9% | +93.0% |
| 5Y | +390.7% | +162.0% | +228.7% | +336.3% |
| All | +1,560.7% | +6.5% | +1,554.2% | +1,443.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling