+1,235.7%
OXY vs LII
+3,124.4%
-1,888.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.3% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | +11.6% | -12.6% | +24.2% | +15.8% |
| 3M | +2.8% | -24.4% | +27.2% | +9.4% |
| 6M | +13.0% | -28.7% | +41.7% | +20.8% |
| YTD | +47.4% | -19.1% | +66.5% | +51.1% |
| 1Y | +31.5% | -29.7% | +61.2% | +39.9% |
| 3Y | -1.9% | +4.8% | -6.7% | -10.5% |
| 5Y | +148.0% | +24.6% | +123.4% | +107.6% |
| 10Y | +2.3% | +169.2% | -166.9% | -33.2% |
| All | +1,235.7% | +3,124.4% | -1,888.7% | +349.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling