+2,006.3%
LLY vs XLE
+167.3%
+1,839.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | +0.1% | -7.9% | +8.0% | +1.6% |
| 30D | +19.7% | -4.8% | +24.6% | +20.7% |
| 3M | +19.3% | +8.4% | +10.9% | +17.2% |
| 6M | +49.3% | +12.7% | +36.7% | +45.5% |
| YTD | +32.0% | +41.3% | -9.3% | +22.4% |
| 1Y | +53.7% | +42.3% | +11.4% | +42.2% |
| 3Y | +143.7% | +65.1% | +78.7% | +116.8% |
| 5Y | +463.9% | +150.2% | +313.7% | +348.6% |
| 10Y | +2,006.3% | +163.9% | +1,842.4% | +1,505.9% |
| All | +2,006.3% | +167.3% | +1,839.1% | +1,505.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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