+466.3%
LLY vs XLE
+152.4%
+314.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +1.6% | -6.7% | +8.3% | +2.4% |
| 30D | +21.5% | -4.4% | +25.9% | +22.0% |
| 3M | +16.4% | +4.0% | +12.4% | +15.8% |
| 6M | +51.5% | +13.2% | +38.3% | +49.0% |
| YTD | +33.9% | +41.9% | -8.0% | +27.3% |
| 1Y | +49.1% | +41.6% | +7.5% | +41.7% |
| 3Y | +144.6% | +64.0% | +80.6% | +126.1% |
| 5Y | +466.3% | +158.1% | +308.2% | +406.5% |
| All | +466.3% | +152.4% | +314.0% | +406.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling