+372.0%
LLY vs XLC
+38.0%
+334.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | -1.6% | +1.0% | -2.7% | -2.0% |
| 3M | +2.3% | -0.7% | +3.0% | +2.4% |
| 6M | +14.9% | -5.1% | +20.0% | +16.9% |
| YTD | +7.5% | -4.3% | +11.7% | +8.9% |
| 1Y | +55.7% | -0.6% | +56.2% | +55.3% |
| 3Y | +110.6% | +72.7% | +37.9% | +75.8% |
| All | +372.0% | +38.0% | +334.0% | +339.5% |
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