+888.5%
XOM vs LII
+2,783.5%
-1,895.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -7.3% | +0.4% | -7.7% | -7.5% |
| 30D | -2.6% | -2.4% | -0.3% | -2.5% |
| 3M | +3.6% | -17.5% | +21.1% | +7.3% |
| 6M | +15.3% | -32.8% | +48.1% | +23.0% |
| YTD | +39.4% | -27.7% | +67.1% | +45.2% |
| 1Y | +43.2% | -28.1% | +71.2% | +49.1% |
| 3Y | +74.9% | -9.7% | +84.6% | +68.6% |
| 5Y | +201.3% | +19.5% | +181.8% | +164.9% |
| 10Y | +188.5% | +170.6% | +17.9% | +105.7% |
| All | +888.5% | +2,783.5% | -1,895.0% | +309.9% |
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