+858.5%
XOM vs LII
+3,124.4%
-2,265.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.8% | -1.9% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | +5.9% | -12.6% | +18.5% | +8.7% |
| 3M | +5.6% | -24.4% | +30.0% | +10.6% |
| 6M | +7.9% | -28.7% | +36.6% | +13.6% |
| YTD | +35.2% | -19.1% | +54.3% | +38.1% |
| 1Y | +46.0% | -29.7% | +75.7% | +53.2% |
| 3Y | +55.0% | +4.8% | +50.2% | +44.9% |
| 5Y | +246.3% | +24.6% | +221.8% | +203.7% |
| 10Y | +181.0% | +169.2% | +11.8% | +101.7% |
| All | +858.5% | +3,124.4% | -2,265.9% | +290.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling