+3,186.6%
LLY vs XLP
+577.3%
+2,609.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.1% |
| 7D | -0.7% | +3.5% | -4.1% | -3.8% |
| 30D | +17.9% | +11.6% | +6.4% | +6.5% |
| 3M | +16.8% | +7.6% | +9.2% | +9.0% |
| 6M | +38.4% | +10.0% | +28.4% | +26.2% |
| YTD | +27.6% | +19.7% | +7.9% | +7.5% |
| 1Y | +48.3% | +23.5% | +24.9% | +21.3% |
| 3Y | +145.4% | +44.0% | +101.4% | +71.6% |
| 5Y | +438.9% | +42.7% | +396.2% | +275.3% |
| 10Y | +2,101.6% | +131.3% | +1,970.3% | +836.8% |
| All | +3,186.6% | +577.3% | +2,609.3% | +384.5% |
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