+191.6%
XOM vs LII
+170.6%
+21.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +1.9% | -3.5% | +5.3% | +2.5% |
| 30D | +4.1% | -13.5% | +17.6% | +6.8% |
| 3M | +10.4% | -26.0% | +36.4% | +15.3% |
| 6M | +13.0% | -26.8% | +39.8% | +17.4% |
| YTD | +40.1% | -22.9% | +62.9% | +43.4% |
| 1Y | +51.1% | -32.6% | +83.7% | +59.1% |
| 3Y | +57.7% | -1.3% | +59.0% | +45.3% |
| 5Y | +264.7% | +23.1% | +241.7% | +209.5% |
| All | +191.6% | +170.6% | +21.0% | +97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling