+163.2%
OXY vs LEN
-13.7%
+176.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.8% | +0.6% |
| 7D | +1.4% | -7.8% | +9.1% | +2.2% |
| 30D | +4.0% | -11.0% | +15.1% | +5.2% |
| 3M | +7.6% | -12.8% | +20.4% | +8.8% |
| 6M | +16.2% | -20.2% | +36.4% | +18.7% |
| YTD | +50.8% | -23.0% | +73.8% | +54.5% |
| 1Y | +34.7% | -41.8% | +76.5% | +45.1% |
| 3Y | -1.0% | -28.8% | +27.8% | +0.3% |
| 5Y | +163.2% | -12.6% | +175.8% | +150.5% |
| All | +163.2% | -13.7% | +176.8% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling