+13.7%
OXY vs LII
+166.2%
-152.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.2% |
| 7D | -5.8% | +0.4% | -6.3% | -6.0% |
| 30D | -5.3% | -2.4% | -3.0% | -5.2% |
| 3M | -2.5% | -17.5% | +15.0% | +2.1% |
| 6M | +8.3% | -32.8% | +41.1% | +17.6% |
| YTD | +40.3% | -27.7% | +68.0% | +46.3% |
| 1Y | +38.8% | -28.1% | +66.9% | +44.8% |
| 3Y | -1.4% | -9.7% | +8.2% | -10.1% |
| 5Y | +92.2% | +19.5% | +72.7% | +49.7% |
| 10Y | +13.7% | +170.6% | -156.9% | -27.0% |
| All | +13.7% | +166.2% | -152.5% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling