+1,344.9%
LLY vs XLC
+142.6%
+1,202.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.0% |
| 7D | -3.1% | +0.6% | -3.7% | -3.4% |
| 30D | -5.1% | +0.2% | -5.3% | -5.2% |
| 3M | -2.1% | +0.6% | -2.7% | -2.6% |
| 6M | +13.8% | -4.5% | +18.4% | +16.0% |
| YTD | +5.1% | -4.7% | +9.8% | +7.0% |
| 1Y | +53.1% | -1.7% | +54.8% | +53.4% |
| 3Y | +95.6% | +72.3% | +23.4% | +52.2% |
| 5Y | +361.5% | +37.8% | +323.8% | +300.3% |
| All | +1,344.9% | +142.6% | +1,202.3% | +762.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded XLC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling