+110.2%
LLY vs XLP
+27.4%
+82.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.4% |
| 7D | -2.1% | -1.0% | -1.1% | -1.5% |
| 30D | -1.6% | -0.9% | -0.7% | -1.1% |
| 3M | +2.3% | +3.8% | -1.5% | 0.0% |
| 6M | +14.9% | -1.7% | +16.6% | +16.0% |
| YTD | +7.5% | +10.3% | -2.8% | +2.2% |
| 1Y | +55.7% | +7.8% | +47.9% | +50.0% |
| All | +110.2% | +27.4% | +82.8% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling