+2,667.9%
LLY vs XLI
+1,121.5%
+1,546.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -2.1% | -1.1% | -1.1% | -1.6% |
| 30D | -1.6% | -5.9% | +4.3% | +1.5% |
| 3M | +2.3% | -0.3% | +2.5% | +1.9% |
| 6M | +14.9% | +0.1% | +14.8% | +14.3% |
| YTD | +7.5% | +13.6% | -6.1% | -0.2% |
| 1Y | +55.7% | +17.2% | +38.5% | +42.1% |
| 3Y | +110.6% | +68.2% | +42.4% | +58.1% |
| 5Y | +363.4% | +80.7% | +282.7% | +231.2% |
| 10Y | +1,649.0% | +253.3% | +1,395.7% | +735.6% |
| All | +2,667.9% | +1,121.5% | +1,546.4% | +522.3% |
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