+1,747.8%
LLY vs XLC
+137.1%
+1,610.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | 0.0% |
| 7D | +1.4% | +3.5% | -2.1% | -0.1% |
| 30D | +21.5% | -2.6% | +24.1% | +22.8% |
| 3M | +18.5% | -2.1% | +20.5% | +19.3% |
| 6M | +49.1% | -5.5% | +54.6% | +52.2% |
| YTD | +34.4% | -6.9% | +41.3% | +38.0% |
| 1Y | +46.3% | -3.7% | +50.0% | +47.9% |
| 3Y | +145.5% | +64.2% | +81.3% | +94.8% |
| 5Y | +472.7% | +43.0% | +429.6% | +384.6% |
| All | +1,747.8% | +137.1% | +1,610.7% | +1,011.9% |
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