+82.5%
XOP vs LII
+2,006.0%
-1,923.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.3% |
| 7D | +2.6% | -0.7% | +3.3% | +2.8% |
| 30D | +15.4% | -12.6% | +28.1% | +22.0% |
| 3M | +12.1% | -24.4% | +36.5% | +22.7% |
| 6M | +19.7% | -28.7% | +48.4% | +32.0% |
| YTD | +52.4% | -19.1% | +71.5% | +57.6% |
| 1Y | +47.6% | -29.7% | +77.3% | +61.6% |
| 3Y | +34.4% | +4.8% | +29.6% | +15.4% |
| 5Y | +154.4% | +24.6% | +129.8% | +91.2% |
| 10Y | +54.7% | +169.2% | -114.5% | -27.0% |
| All | +82.5% | +2,006.0% | -1,923.5% | -71.8% |
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