+372.0%
LLY vs XOP
+156.6%
+215.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | -2.1% | +2.6% | -4.7% | -2.3% |
| 30D | -1.6% | +15.4% | -17.1% | -2.6% |
| 3M | +2.3% | +12.1% | -9.8% | +1.4% |
| 6M | +14.9% | +19.7% | -4.8% | +12.9% |
| YTD | +7.5% | +52.4% | -44.9% | +3.1% |
| 1Y | +55.7% | +47.6% | +8.1% | +49.7% |
| 3Y | +110.6% | +34.4% | +76.2% | +101.4% |
| All | +372.0% | +156.6% | +215.4% | +350.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 5y: compounded portfolio wealth divided by compounded XOP 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…
5y analysis · Full analysis span regression · 6 months rolling