-3.5%
OXY vs LSCC
+81.4%
-84.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -0.6% |
| 7D | -11.9% | +13.0% | -24.9% | -13.0% |
| 30D | -3.1% | -19.8% | +16.7% | -1.3% |
| 3M | +1.1% | -18.4% | +19.5% | +2.6% |
| 6M | +3.2% | -16.1% | +19.3% | +3.1% |
| YTD | +39.0% | +42.7% | -3.7% | +24.5% |
| 1Y | +42.7% | +68.0% | -25.3% | +23.2% |
| 3Y | -3.5% | +85.8% | -89.4% | -23.2% |
| All | -3.5% | +81.4% | -84.9% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling