-2.3%
OXY vs LII
+2.8%
-5.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -0.5% | +2.1% | -2.6% | -0.6% |
| 30D | +8.5% | -12.4% | +20.9% | +9.2% |
| 3M | +6.0% | -24.8% | +30.8% | +7.0% |
| 6M | +13.0% | -25.2% | +38.1% | +13.9% |
| YTD | +48.9% | -20.3% | +69.1% | +47.7% |
| 1Y | +36.4% | -32.9% | +69.4% | +40.4% |
| 3Y | -2.3% | +2.0% | -4.3% | -3.8% |
| All | -2.3% | +2.8% | -5.1% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling