+42.2%
LLY vs XLP
+22.7%
+19.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.2% |
| 7D | +6.7% | +2.5% | +4.2% | +4.8% |
| 30D | +19.6% | +7.3% | +12.3% | +13.7% |
| 3M | +19.7% | +8.1% | +11.6% | +13.4% |
| 6M | +42.7% | +10.5% | +32.2% | +33.3% |
| YTD | +35.1% | +21.2% | +14.0% | +30.0% |
| 1Y | +42.2% | +22.7% | +19.5% | +35.1% |
| All | +42.2% | +22.7% | +19.5% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling