+22,107.8%
LLY vs OXY
+1,338.2%
+20,769.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +6.7% | +4.2% | +2.5% | +6.1% |
| 30D | +19.6% | -4.3% | +23.9% | +20.2% |
| 3M | +19.7% | +2.3% | +17.4% | +19.0% |
| 6M | +42.7% | +5.5% | +37.2% | +40.9% |
| YTD | +35.1% | +44.9% | -9.7% | +26.5% |
| 1Y | +42.2% | +42.6% | -0.4% | +33.3% |
| 3Y | +140.8% | +0.7% | +140.0% | +134.9% |
| 5Y | +480.6% | +96.9% | +383.7% | +395.3% |
| 10Y | +2,061.9% | +18.8% | +2,043.1% | +1,660.6% |
| All | +22,107.8% | +1,338.2% | +20,769.6% | +12,393.2% |
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