+2,042.5%
LLY vs XLP
+136.1%
+1,906.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.3% |
| 7D | +1.6% | +2.3% | -0.7% | -0.2% |
| 30D | +21.5% | +9.1% | +12.3% | +13.6% |
| 3M | +16.4% | +7.9% | +8.6% | +9.8% |
| 6M | +51.5% | +9.6% | +41.9% | +40.8% |
| YTD | +33.9% | +19.4% | +14.5% | +16.4% |
| 1Y | +49.1% | +22.4% | +26.7% | +27.2% |
| 3Y | +144.6% | +43.2% | +101.4% | +82.2% |
| 5Y | +466.3% | +42.6% | +423.8% | +319.1% |
| All | +2,042.5% | +136.1% | +1,906.4% | +927.1% |
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