+2,080.1%
LLY vs XLE
+181.7%
+1,898.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +6.7% | +5.4% | +1.3% | +5.7% |
| 30D | +19.6% | -3.9% | +23.5% | +20.4% |
| 3M | +19.7% | +7.0% | +12.7% | +18.0% |
| 6M | +42.7% | +14.2% | +28.5% | +38.7% |
| YTD | +35.1% | +48.2% | -13.0% | +24.2% |
| 1Y | +42.2% | +47.7% | -5.5% | +30.7% |
| 3Y | +140.8% | +70.0% | +70.8% | +113.1% |
| 5Y | +480.6% | +169.1% | +311.4% | +355.2% |
| All | +2,080.1% | +181.7% | +1,898.4% | +1,539.7% |
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