+143.7%
LLY vs XLI
+72.7%
+71.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.8% | +0.5% | +2.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | +19.7% | -0.2% | +19.9% | +19.8% |
| 3M | +19.3% | -8.6% | +27.8% | +24.0% |
| 6M | +49.3% | -2.0% | +51.3% | +49.1% |
| YTD | +32.0% | +9.7% | +22.3% | +23.5% |
| 1Y | +53.7% | +11.4% | +42.3% | +42.5% |
| 3Y | +143.7% | +74.2% | +69.5% | +102.6% |
| All | +143.7% | +72.7% | +71.0% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling