+144.6%
LLY vs XEL
+50.4%
+94.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +1.6% | +1.7% | -0.1% | +1.4% |
| 30D | +21.5% | +8.6% | +12.9% | +20.3% |
| 3M | +16.4% | +5.1% | +11.4% | +15.7% |
| 6M | +51.5% | +2.5% | +49.0% | +51.0% |
| YTD | +33.9% | +11.0% | +22.9% | +33.4% |
| 1Y | +49.1% | +2.7% | +46.4% | +48.8% |
| 3Y | +144.6% | +49.7% | +94.9% | +162.7% |
| All | +144.6% | +50.4% | +94.2% | +162.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling