+49.9%
XOP vs LII
+172.8%
-123.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +0.5% | -2.3% | +2.8% | +1.1% |
| 30D | -7.3% | -1.7% | -5.6% | -7.4% |
| 3M | +1.4% | -18.3% | +19.7% | +6.6% |
| 6M | +7.8% | -32.3% | +40.1% | +17.1% |
| YTD | +44.5% | -27.1% | +71.6% | +50.8% |
| 1Y | +37.0% | -27.2% | +64.2% | +42.9% |
| 3Y | +40.8% | -8.9% | +49.7% | +29.7% |
| 5Y | +88.7% | +19.7% | +69.0% | +51.0% |
| 10Y | +49.9% | +168.9% | -119.0% | -4.1% |
| All | +49.9% | +172.8% | -123.0% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling