+17,561.1%
LLY vs XEL
+1,934.3%
+15,626.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.1% | -1.0% | -1.2% | -1.9% |
| 30D | -1.6% | -1.9% | +0.3% | -1.1% |
| 3M | +2.3% | -1.9% | +4.2% | +2.7% |
| 6M | +14.9% | -7.4% | +22.3% | +17.4% |
| YTD | +7.5% | +4.1% | +3.4% | +6.0% |
| 1Y | +55.7% | +8.0% | +47.6% | +51.6% |
| 3Y | +110.6% | +48.4% | +62.2% | +83.7% |
| 5Y | +363.4% | +27.2% | +336.2% | +320.7% |
| 10Y | +1,649.0% | +146.8% | +1,502.2% | +1,195.6% |
| All | +17,561.1% | +1,934.3% | +15,626.8% | +6,148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling