+4,475.4%
LLY vs XME
+184.7%
+4,290.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +3.2% |
| 7D | +0.1% | +0.9% | -0.9% | -0.1% |
| 30D | +19.7% | -7.3% | +27.0% | +21.3% |
| 3M | +19.3% | -14.8% | +34.0% | +22.5% |
| 6M | +49.3% | -18.4% | +67.7% | +53.9% |
| YTD | +32.0% | -4.7% | +36.7% | +31.3% |
| 1Y | +53.7% | +5.7% | +48.0% | +49.6% |
| 3Y | +143.7% | +104.0% | +39.8% | +104.2% |
| 5Y | +463.9% | +122.4% | +341.5% | +353.2% |
| 10Y | +2,006.3% | +285.4% | +1,721.0% | +1,319.3% |
| All | +4,475.4% | +184.7% | +4,290.7% | +2,506.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling