+2,080.1%
LLY vs XEL
+187.7%
+1,892.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +6.7% | +2.4% | +4.3% | +5.8% |
| 30D | +19.6% | +8.3% | +11.3% | +16.3% |
| 3M | +19.7% | +4.2% | +15.5% | +17.9% |
| 6M | +42.7% | +3.7% | +39.0% | +40.6% |
| YTD | +35.1% | +13.1% | +22.1% | +29.0% |
| 1Y | +42.2% | +5.0% | +37.2% | +39.3% |
| 3Y | +140.8% | +55.0% | +85.8% | +100.7% |
| 5Y | +480.6% | +51.8% | +428.8% | +381.5% |
| All | +2,080.1% | +187.7% | +1,892.4% | +1,284.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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