+390.7%
LLY vs XEL
+27.8%
+362.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -3.2% | -1.2% | -1.9% | -2.9% |
| 30D | -7.4% | -2.9% | -4.5% | -6.9% |
| 3M | -1.0% | -2.7% | +1.7% | -0.5% |
| 6M | +12.5% | -6.5% | +19.0% | +14.1% |
| YTD | +5.0% | +3.6% | +1.4% | +4.3% |
| 1Y | +49.8% | +7.5% | +42.3% | +47.5% |
| 3Y | +95.5% | +46.3% | +49.1% | +79.0% |
| 5Y | +390.7% | +30.5% | +360.1% | +368.6% |
| All | +390.7% | +27.8% | +362.9% | +368.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling