+443.8%
LLY vs XLC
+34.6%
+409.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -4.5% | +4.9% | -9.4% | -6.0% |
| 30D | +13.9% | -5.8% | +19.7% | +16.1% |
| 3M | +13.8% | -5.4% | +19.2% | +15.8% |
| 6M | +37.6% | -10.2% | +47.8% | +42.4% |
| YTD | +26.6% | -10.2% | +36.8% | +30.9% |
| 1Y | +45.3% | -5.6% | +51.0% | +47.7% |
| 3Y | +132.2% | +61.0% | +71.2% | +98.8% |
| All | +443.8% | +34.6% | +409.3% | +388.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling