+21,908.6%
LLY vs OXY
+1,292.9%
+20,615.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.1% |
| 7D | +1.6% | -5.8% | +7.5% | +2.5% |
| 30D | +21.5% | -5.3% | +26.8% | +22.3% |
| 3M | +16.4% | -2.5% | +19.0% | +16.6% |
| 6M | +51.5% | +8.3% | +43.2% | +49.0% |
| YTD | +33.9% | +40.3% | -6.4% | +26.0% |
| 1Y | +49.1% | +38.8% | +10.3% | +40.3% |
| 3Y | +144.6% | -1.4% | +146.0% | +139.4% |
| 5Y | +466.3% | +92.2% | +374.1% | +384.7% |
| 10Y | +2,024.1% | +13.7% | +2,010.4% | +1,642.2% |
| All | +21,908.6% | +1,292.9% | +20,615.7% | +12,339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling