+4,287.6%
LLY vs XOP
+67.4%
+4,220.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.5% | -14.7% | +10.2% | -1.8% |
| 30D | +13.9% | -7.7% | +21.6% | +15.3% |
| 3M | +13.8% | +4.4% | +9.3% | +12.6% |
| 6M | +37.6% | +3.5% | +34.1% | +36.0% |
| YTD | +26.6% | +39.4% | -12.8% | +17.9% |
| 1Y | +45.3% | +39.8% | +5.6% | +35.1% |
| 3Y | +132.2% | +29.7% | +102.6% | +116.0% |
| 5Y | +434.7% | +78.6% | +356.1% | +354.2% |
| 10Y | +2,084.3% | +51.8% | +2,032.5% | +1,638.4% |
| All | +4,287.6% | +67.4% | +4,220.2% | +2,578.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling