+483.3%
LLY vs XLE
+169.4%
+313.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | +6.7% | +5.4% | +1.3% | +6.1% |
| 30D | +19.6% | -3.9% | +23.5% | +20.0% |
| 3M | +19.7% | +7.0% | +12.7% | +18.7% |
| 6M | +42.7% | +14.2% | +28.5% | +40.3% |
| YTD | +35.1% | +48.2% | -13.0% | +27.8% |
| 1Y | +42.2% | +47.7% | -5.5% | +34.5% |
| 3Y | +140.8% | +70.0% | +70.8% | +121.6% |
| All | +483.3% | +169.4% | +313.9% | +419.4% |
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