+4,475.4%
LLY vs XOP
+67.7%
+4,407.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +0.1% | -10.0% | +10.1% | +1.9% |
| 30D | +19.7% | -9.1% | +28.8% | +21.6% |
| 3M | +19.3% | +5.1% | +14.2% | +17.9% |
| 6M | +49.3% | +6.4% | +43.0% | +46.9% |
| YTD | +32.0% | +39.7% | -7.7% | +22.9% |
| 1Y | +53.7% | +37.2% | +16.5% | +43.4% |
| 3Y | +143.7% | +37.6% | +106.1% | +124.2% |
| 5Y | +463.9% | +76.5% | +387.4% | +380.2% |
| 10Y | +2,006.3% | +42.6% | +1,963.7% | +1,601.8% |
| All | +4,475.4% | +67.7% | +4,407.7% | +2,692.0% |
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