+1,560.7%
LLY vs XLU
+141.2%
+1,419.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -3.2% | -1.2% | -2.0% | -2.6% |
| 30D | -7.4% | -2.5% | -4.9% | -6.4% |
| 3M | -1.0% | -2.7% | +1.7% | +0.1% |
| 6M | +12.5% | -7.5% | +20.0% | +16.4% |
| YTD | +5.0% | +0.9% | +4.1% | +4.1% |
| 1Y | +49.8% | +3.3% | +46.5% | +46.7% |
| 3Y | +95.5% | +47.3% | +48.2% | +59.0% |
| 5Y | +390.7% | +44.4% | +346.3% | +299.4% |
| All | +1,560.7% | +141.2% | +1,419.5% | +1,008.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling