+3,361.3%
LLY vs XLI
+1,094.8%
+2,266.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.3% |
| 7D | +1.4% | +0.9% | +0.5% | +0.9% |
| 30D | +21.5% | +1.1% | +20.5% | +20.8% |
| 3M | +18.5% | -7.7% | +26.1% | +23.2% |
| 6M | +49.1% | -1.8% | +50.9% | +49.5% |
| YTD | +34.4% | +11.1% | +23.3% | +26.1% |
| 1Y | +46.3% | +12.1% | +34.2% | +36.6% |
| 3Y | +145.5% | +73.8% | +71.6% | +80.9% |
| 5Y | +472.7% | +73.8% | +398.9% | +317.4% |
| 10Y | +2,049.9% | +231.7% | +1,818.2% | +961.1% |
| All | +3,361.3% | +1,094.8% | +2,266.6% | +686.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling