+361.5%
LLY vs XLI
+83.4%
+278.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -3.1% | +1.0% | -4.1% | -3.6% |
| 30D | -5.1% | -5.8% | +0.7% | -2.4% |
| 3M | -2.1% | +0.7% | -2.8% | -3.0% |
| 6M | +13.8% | +3.2% | +10.7% | +11.3% |
| YTD | +5.1% | +13.0% | -7.9% | -2.1% |
| 1Y | +53.1% | +16.8% | +36.3% | +40.1% |
| 3Y | +95.6% | +72.4% | +23.2% | +47.8% |
| 5Y | +361.5% | +82.8% | +278.7% | +231.9% |
| All | +361.5% | +83.4% | +278.1% | +231.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling