+1,146.2%
OXY vs LII
+2,796.3%
-1,650.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.7% |
| 7D | -8.2% | -1.2% | -7.0% | -8.0% |
| 30D | -7.2% | -2.0% | -5.3% | -7.2% |
| 3M | +0.2% | -20.2% | +20.4% | +6.2% |
| 6M | +6.1% | -32.5% | +38.7% | +15.6% |
| YTD | +37.5% | -27.4% | +64.9% | +44.5% |
| 1Y | +37.7% | -28.2% | +65.8% | +45.0% |
| 3Y | -2.8% | -7.2% | +4.5% | -8.2% |
| 5Y | +77.6% | +19.9% | +57.7% | +49.2% |
| 10Y | +9.5% | +168.6% | -159.2% | -28.9% |
| All | +1,146.2% | +2,796.3% | -1,650.1% | +330.0% |
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 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