+67.0%
XOP vs LII
+1,751.1%
-1,684.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.6% |
| 7D | -14.7% | -0.6% | -14.1% | -14.7% |
| 30D | -7.7% | -4.6% | -3.1% | -6.7% |
| 3M | +4.4% | -21.2% | +25.7% | +14.2% |
| 6M | +3.5% | -36.4% | +40.0% | +20.5% |
| YTD | +39.4% | -28.9% | +68.3% | +50.8% |
| 1Y | +39.8% | -29.5% | +69.3% | +51.5% |
| 3Y | +29.7% | -8.6% | +38.2% | +17.6% |
| 5Y | +78.6% | +20.2% | +58.4% | +33.8% |
| 10Y | +51.8% | +166.2% | -114.4% | -29.7% |
| All | +67.0% | +1,751.1% | -1,684.2% | -73.0% |
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