+140.8%
LLY vs XLC
+65.1%
+75.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.8% |
| 7D | +6.7% | +3.7% | +3.0% | +5.1% |
| 30D | +19.6% | -1.9% | +21.5% | +20.6% |
| 3M | +19.7% | -3.1% | +22.8% | +21.3% |
| 6M | +42.7% | -6.4% | +49.1% | +46.9% |
| YTD | +35.1% | -6.8% | +42.0% | +39.1% |
| 1Y | +42.2% | -1.7% | +43.9% | +42.4% |
| 3Y | +140.8% | +64.7% | +76.1% | +94.7% |
| All | +140.8% | +65.1% | +75.7% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling