+2,053.0%
LLY vs XLP
+135.7%
+1,917.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +4.6% | -0.2% | +4.8% | +4.8% |
| 30D | +22.4% | +8.2% | +14.2% | +15.2% |
| 3M | +17.1% | +7.7% | +9.4% | +10.5% |
| 6M | +44.6% | +9.3% | +35.3% | +34.7% |
| YTD | +33.5% | +19.5% | +14.0% | +16.0% |
| 1Y | +41.1% | +21.0% | +20.1% | +21.4% |
| 3Y | +143.8% | +43.2% | +100.5% | +81.6% |
| 5Y | +473.4% | +42.7% | +430.6% | +324.0% |
| All | +2,053.0% | +135.7% | +1,917.3% | +928.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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