+372.0%
LLY vs XLE
+217.6%
+154.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.1% | +2.2% | -4.4% | -2.4% |
| 30D | -1.6% | +11.8% | -13.4% | -2.8% |
| 3M | +2.3% | +9.8% | -7.5% | +1.2% |
| 6M | +14.9% | +15.6% | -0.7% | +12.8% |
| YTD | +7.5% | +45.3% | -37.8% | +2.5% |
| 1Y | +55.7% | +48.3% | +7.4% | +47.9% |
| 3Y | +110.6% | +55.4% | +55.2% | +97.4% |
| All | +372.0% | +217.6% | +154.4% | +339.4% |
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