+1,715.2%
LLY vs XLC
+134.3%
+1,580.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.2% |
| 7D | +0.1% | +7.1% | -7.0% | -2.9% |
| 30D | +19.7% | -2.7% | +22.5% | +21.1% |
| 3M | +19.3% | -3.2% | +22.4% | +20.7% |
| 6M | +49.3% | -7.7% | +57.0% | +54.0% |
| YTD | +32.0% | -8.0% | +40.0% | +36.2% |
| 1Y | +53.7% | -3.1% | +56.8% | +54.9% |
| 3Y | +143.7% | +64.9% | +78.9% | +93.0% |
| 5Y | +463.9% | +39.5% | +424.4% | +383.1% |
| All | +1,715.2% | +134.3% | +1,580.9% | +997.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling