+2,080.1%
LLY vs OXY
+19.5%
+2,060.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +6.7% | +4.2% | +2.5% | +6.4% |
| 30D | +19.6% | -4.3% | +23.9% | +20.0% |
| 3M | +19.7% | +2.3% | +17.4% | +19.3% |
| 6M | +42.7% | +5.5% | +37.2% | +41.7% |
| YTD | +35.1% | +44.9% | -9.7% | +29.9% |
| 1Y | +42.2% | +42.6% | -0.4% | +36.8% |
| 3Y | +140.8% | +0.7% | +140.0% | +137.1% |
| 5Y | +480.6% | +96.9% | +383.7% | +431.1% |
| All | +2,080.1% | +19.5% | +2,060.6% | +1,908.4% |
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