+42.0%
XOP vs LII
-9.2%
+51.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | -8.4% | -0.6% | -7.8% | -8.5% |
| 3M | +2.9% | -17.0% | +19.9% | +4.6% |
| 6M | +8.8% | -31.1% | +40.0% | +11.6% |
| YTD | +46.9% | -27.7% | +74.6% | +47.6% |
| 1Y | +41.5% | -26.2% | +67.6% | +41.2% |
| All | +42.0% | -9.2% | +51.2% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling