+45.9%
OXY vs LEN
-21.9%
+67.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +7.1% | -12.2% | -3.5% |
| 7D | -8.8% | +10.5% | -19.3% | -6.5% |
| 30D | -1.7% | +24.6% | -26.3% | +3.6% |
| 3M | +4.5% | +6.6% | -2.1% | +6.5% |
| 6M | -4.0% | +10.6% | -14.6% | -1.0% |
| YTD | +41.4% | -8.3% | +49.7% | +44.4% |
| 1Y | +45.9% | -22.5% | +68.4% | +51.7% |
| All | +45.9% | -21.9% | +67.8% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling