+438.9%
LLY vs XLP
+43.0%
+395.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.3% |
| 7D | -0.7% | +3.5% | -4.1% | -2.9% |
| 30D | +17.9% | +11.6% | +6.4% | +9.8% |
| 3M | +16.8% | +7.6% | +9.2% | +11.3% |
| 6M | +38.4% | +10.0% | +28.4% | +29.9% |
| YTD | +27.6% | +19.7% | +7.9% | +13.7% |
| 1Y | +48.3% | +23.5% | +24.9% | +29.5% |
| 3Y | +145.4% | +44.0% | +101.4% | +93.1% |
| 5Y | +438.9% | +42.7% | +396.2% | +322.8% |
| All | +438.9% | +43.0% | +395.9% | +322.8% |
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