+134.1%
LLY vs XLP
+43.9%
+90.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.3% |
| 7D | -0.7% | +3.5% | -4.1% | -2.8% |
| 30D | +17.9% | +11.6% | +6.4% | +10.2% |
| 3M | +16.8% | +7.6% | +9.2% | +11.6% |
| 6M | +38.4% | +10.0% | +28.4% | +30.5% |
| YTD | +27.6% | +19.7% | +7.9% | +15.5% |
| 1Y | +48.3% | +23.5% | +24.9% | +31.9% |
| All | +134.1% | +43.9% | +90.1% | +110.7% |
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