+45.3%
XOP vs LII
-26.0%
+71.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.6% | -10.0% | -5.8% |
| 7D | -10.5% | +7.9% | -18.4% | -9.4% |
| 30D | -4.3% | -0.6% | -3.7% | -4.1% |
| 3M | +4.7% | -19.3% | +24.0% | +1.9% |
| 6M | -0.1% | -29.8% | +29.8% | -3.9% |
| YTD | +43.8% | -25.4% | +69.2% | +37.8% |
| 1Y | +45.3% | -26.2% | +71.5% | +39.6% |
| All | +45.3% | -26.0% | +71.3% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling