+17,561.1%
LLY vs OXY
+1,363.1%
+16,198.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | -2.1% | +1.6% | -3.7% | -2.4% |
| 30D | -1.6% | +11.6% | -13.2% | -3.2% |
| 3M | +2.3% | +2.8% | -0.5% | +1.6% |
| 6M | +14.9% | +13.0% | +1.8% | +12.0% |
| YTD | +7.5% | +47.4% | -39.9% | +0.6% |
| 1Y | +55.7% | +31.5% | +24.2% | +47.9% |
| 3Y | +110.6% | -1.9% | +112.5% | +106.5% |
| 5Y | +363.4% | +148.0% | +215.5% | +280.2% |
| 10Y | +1,649.0% | +2.3% | +1,646.7% | +1,371.1% |
| All | +17,561.1% | +1,363.1% | +16,198.0% | +9,831.0% |
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