+2,667.9%
LLY vs XLE
+1,022.5%
+1,645.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.1% | +2.2% | -4.4% | -2.7% |
| 30D | -1.6% | +11.8% | -13.4% | -4.6% |
| 3M | +2.3% | +9.8% | -7.5% | -0.5% |
| 6M | +14.9% | +15.6% | -0.7% | +9.8% |
| YTD | +7.5% | +45.3% | -37.8% | -3.7% |
| 1Y | +55.7% | +48.3% | +7.4% | +38.4% |
| 3Y | +110.6% | +55.4% | +55.2% | +82.6% |
| 5Y | +363.4% | +216.1% | +147.3% | +217.2% |
| 10Y | +1,649.0% | +178.4% | +1,470.6% | +1,067.1% |
| All | +2,667.9% | +1,022.5% | +1,645.5% | +1,172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling