+104.7%
LLY vs XME
+134.1%
-29.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -1.6% | +6.0% | -7.6% | -2.2% |
| 3M | +2.3% | -7.7% | +10.0% | +3.2% |
| 6M | +14.9% | +1.0% | +13.9% | +14.4% |
| YTD | +7.5% | +14.6% | -7.2% | +5.2% |
| 1Y | +55.7% | +46.0% | +9.7% | +47.2% |
| All | +104.7% | +134.1% | -29.4% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling