+195.8%
XOM vs LII
+23.0%
+172.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.8% |
| 7D | -8.3% | -1.2% | -7.1% | -8.3% |
| 30D | -2.5% | -2.0% | -0.5% | -2.5% |
| 3M | +8.3% | -20.2% | +28.6% | +9.3% |
| 6M | +15.5% | -32.5% | +48.0% | +17.1% |
| YTD | +39.6% | -27.4% | +67.0% | +40.3% |
| 1Y | +44.6% | -28.2% | +72.8% | +45.4% |
| 3Y | +76.6% | -7.2% | +83.8% | +72.1% |
| 5Y | +195.8% | +19.9% | +175.9% | +169.6% |
| All | +195.8% | +23.0% | +172.8% | +169.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling