+139.5%
LLY vs XLE
+66.8%
+72.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | +0.2% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +21.5% | -4.0% | +25.5% | +21.9% |
| 3M | +18.5% | +4.6% | +13.8% | +17.8% |
| 6M | +49.1% | +12.3% | +36.8% | +47.0% |
| YTD | +34.4% | +44.5% | -10.2% | +26.9% |
| 1Y | +46.3% | +42.4% | +3.9% | +38.5% |
| All | +139.5% | +66.8% | +72.7% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling