+2,667.9%
LLY vs XLP
+523.7%
+2,144.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.1% |
| 7D | -2.1% | -1.0% | -1.1% | -1.2% |
| 30D | -1.6% | -0.9% | -0.7% | -0.8% |
| 3M | +2.3% | +3.8% | -1.5% | -1.4% |
| 6M | +14.9% | -1.7% | +16.6% | +16.5% |
| YTD | +7.5% | +10.3% | -2.8% | -2.2% |
| 1Y | +55.7% | +7.8% | +47.9% | +44.2% |
| 3Y | +110.6% | +27.2% | +83.4% | +65.4% |
| 5Y | +363.4% | +32.5% | +330.9% | +245.9% |
| 10Y | +1,649.0% | +101.8% | +1,547.2% | +747.9% |
| All | +2,667.9% | +523.7% | +2,144.3% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling