+5.3%
OXY vs LSCC
+1,833.8%
-1,828.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | +0.6% | +1.4% | -0.7% | +0.3% |
| 30D | +4.5% | -10.0% | +14.5% | +6.7% |
| 3M | +8.9% | -16.1% | +25.0% | +11.2% |
| 6M | +12.5% | +27.4% | -14.9% | +2.1% |
| YTD | +50.5% | +56.9% | -6.4% | +28.5% |
| 1Y | +38.6% | +74.6% | -36.0% | +14.3% |
| 3Y | -1.2% | +26.0% | -27.2% | -17.2% |
| 5Y | +161.6% | +86.1% | +75.5% | +82.4% |
| 10Y | +5.3% | +1,830.6% | -1,825.3% | -53.7% |
| All | +5.3% | +1,833.8% | -1,828.5% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded LSCC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling