+1,347.0%
OXY vs LEN
+10,125.0%
-8,778.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.9% | +1.8% |
| 7D | -0.5% | -2.9% | +2.4% | +0.1% |
| 30D | +8.5% | -8.9% | +17.3% | +10.4% |
| 3M | +6.0% | -10.9% | +16.9% | +7.7% |
| 6M | +13.0% | -19.7% | +32.6% | +16.4% |
| YTD | +48.9% | -20.6% | +69.5% | +53.2% |
| 1Y | +36.4% | -42.4% | +78.8% | +49.8% |
| 3Y | -2.3% | -26.5% | +24.3% | 0.0% |
| 5Y | +160.6% | -10.9% | +171.6% | +150.0% |
| 10Y | +2.0% | +100.6% | -98.7% | -18.5% |
| All | +1,347.0% | +10,125.0% | -8,778.0% | +559.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling