+3,186.6%
LLY vs XLE
+986.3%
+2,200.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -3.0% |
| 7D | -0.7% | -10.3% | +9.7% | +2.2% |
| 30D | +17.9% | -3.3% | +21.2% | +18.8% |
| 3M | +16.8% | +8.2% | +8.6% | +14.1% |
| 6M | +38.4% | +5.0% | +33.4% | +35.9% |
| YTD | +27.6% | +40.6% | -13.0% | +15.0% |
| 1Y | +48.3% | +45.0% | +3.3% | +32.4% |
| 3Y | +145.4% | +56.3% | +89.0% | +111.9% |
| 5Y | +438.9% | +152.2% | +286.7% | +294.3% |
| 10Y | +2,101.6% | +173.0% | +1,928.6% | +1,373.3% |
| All | +3,186.6% | +986.3% | +2,200.3% | +1,420.2% |
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