+6.4%
OXY vs LNT
+148.3%
-141.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.8% | -1.0% | +3.9% | +3.2% |
| 30D | +5.5% | -4.2% | +9.7% | +7.2% |
| 3M | +11.3% | -6.7% | +18.0% | +14.0% |
| 6M | +11.6% | -3.6% | +15.2% | +12.5% |
| YTD | +51.6% | +5.9% | +45.7% | +47.0% |
| 1Y | +36.2% | +7.3% | +29.0% | +31.3% |
| 3Y | +1.7% | +46.5% | -44.8% | -15.4% |
| 5Y | +164.5% | +32.5% | +132.0% | +125.3% |
| All | +6.4% | +148.3% | -141.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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