+3,361.3%
LLY vs XLE
+1,017.0%
+2,344.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.7% |
| 3M | +18.5% | +4.6% | +13.8% | +16.7% |
| 6M | +49.1% | +12.3% | +36.8% | +43.8% |
| YTD | +34.4% | +44.5% | -10.2% | +20.3% |
| 1Y | +46.3% | +42.4% | +3.9% | +31.3% |
| 3Y | +145.5% | +67.0% | +78.4% | +108.3% |
| 5Y | +472.7% | +161.9% | +310.8% | +314.8% |
| 10Y | +2,050.0% | +173.9% | +1,876.1% | +1,339.0% |
| All | +3,361.3% | +1,017.0% | +2,344.4% | +1,489.1% |
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