+54.4%
XOM vs LII
+6.0%
+48.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.8% | -1.7% |
| 7D | +1.8% | -0.7% | +2.5% | +1.8% |
| 30D | +5.9% | -12.6% | +18.5% | +6.0% |
| 3M | +5.6% | -24.4% | +30.0% | +5.8% |
| 6M | +7.9% | -28.7% | +36.6% | +8.9% |
| YTD | +35.2% | -19.1% | +54.3% | +34.5% |
| 1Y | +46.0% | -29.7% | +75.7% | +47.2% |
| All | +54.4% | +6.0% | +48.5% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling