+1,580.3%
LLY vs XLI
+250.3%
+1,330.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | -3.1% | -0.6% | -2.5% | -2.8% |
| 30D | -8.6% | -6.9% | -1.7% | -5.5% |
| 3M | -1.6% | -1.9% | +0.3% | -1.2% |
| 6M | +11.8% | +1.0% | +10.8% | +10.7% |
| YTD | +5.1% | +11.3% | -6.2% | -0.9% |
| 1Y | +50.7% | +15.8% | +34.9% | +39.3% |
| 3Y | +95.7% | +69.8% | +25.9% | +50.1% |
| 5Y | +390.2% | +80.9% | +309.3% | +260.8% |
| 10Y | +1,580.3% | +257.2% | +1,323.1% | +738.0% |
| All | +1,580.3% | +250.3% | +1,330.0% | +738.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 10y: compounded portfolio wealth divided by compounded XLI 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…
10y analysis · Full analysis span regression · 6 months rolling