+57.3%
LLY vs XLU
+0.7%
+56.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +10.1% | +2.6% | +7.4% | +9.3% |
| 30D | +24.0% | +9.1% | +14.9% | +21.5% |
| 3M | +27.3% | -0.4% | +27.7% | +27.1% |
| 6M | +47.0% | -4.7% | +51.6% | +49.1% |
| YTD | +32.6% | +4.3% | +28.3% | +39.3% |
| 1Y | +57.3% | +1.0% | +56.4% | +65.2% |
| All | +57.3% | +0.7% | +56.7% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling