+443.8%
LLY vs XLP
+40.8%
+403.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | +0.1% |
| 7D | -4.5% | +0.7% | -5.2% | -5.0% |
| 30D | +13.9% | +10.3% | +3.6% | +6.9% |
| 3M | +13.8% | +6.5% | +7.2% | +9.2% |
| 6M | +37.6% | +8.4% | +29.2% | +30.4% |
| YTD | +26.6% | +18.2% | +8.4% | +13.8% |
| 1Y | +45.3% | +22.4% | +22.9% | +27.7% |
| 3Y | +132.2% | +41.9% | +90.3% | +84.7% |
| All | +443.8% | +40.8% | +403.0% | +330.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling