+4,541.3%
LLY vs XME
+179.0%
+4,362.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.8% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +21.5% | -9.2% | +30.6% | +23.5% |
| 3M | +16.4% | -17.8% | +34.2% | +20.4% |
| 6M | +51.5% | -20.0% | +71.5% | +56.7% |
| YTD | +33.9% | -6.6% | +40.5% | +33.7% |
| 1Y | +49.1% | +1.8% | +47.4% | +46.2% |
| 3Y | +144.6% | +98.7% | +45.9% | +105.9% |
| 5Y | +466.3% | +123.9% | +342.4% | +354.3% |
| 10Y | +2,024.1% | +277.9% | +1,746.3% | +1,336.5% |
| All | +4,541.3% | +179.0% | +4,362.3% | +2,553.7% |
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