+2,053.0%
LLY vs XME
+266.4%
+1,786.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | +4.6% | +5.3% | -0.8% | +3.8% |
| 30D | +22.4% | -8.2% | +30.6% | +23.7% |
| 3M | +17.1% | -18.4% | +35.5% | +20.3% |
| 6M | +44.6% | -22.8% | +67.5% | +49.3% |
| YTD | +33.5% | -7.9% | +41.3% | +33.5% |
| 1Y | +41.1% | -0.9% | +42.0% | +39.3% |
| 3Y | +143.8% | +96.0% | +47.8% | +111.7% |
| 5Y | +473.4% | +110.3% | +363.0% | +382.9% |
| All | +2,053.0% | +266.4% | +1,786.6% | +1,398.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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