+1,612.0%
LLY vs XLE
+177.7%
+1,434.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.1% | +2.2% | -4.4% | -2.6% |
| 30D | -1.6% | +11.8% | -13.4% | -3.7% |
| 3M | +2.3% | +9.8% | -7.5% | +0.3% |
| 6M | +14.9% | +15.6% | -0.7% | +11.2% |
| YTD | +7.5% | +45.3% | -37.8% | -0.8% |
| 1Y | +55.7% | +48.3% | +7.4% | +42.9% |
| 3Y | +110.6% | +55.4% | +55.2% | +89.7% |
| 5Y | +363.4% | +216.1% | +147.3% | +247.6% |
| All | +1,612.0% | +177.7% | +1,434.3% | +1,183.7% |
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