+191.3%
XOM vs LLY
+1,551.2%
-1,359.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | 0.0% | -3.1% | +3.1% | +0.6% |
| 30D | +3.4% | -8.6% | +12.1% | +4.9% |
| 3M | +11.0% | -1.6% | +12.6% | +11.1% |
| 6M | +10.6% | +11.8% | -1.2% | +8.0% |
| YTD | +39.2% | +5.1% | +34.1% | +36.9% |
| 1Y | +52.7% | +50.7% | +2.0% | +39.7% |
| 3Y | +56.8% | +95.7% | -38.9% | +29.4% |
| 5Y | +261.8% | +390.2% | -128.4% | +124.1% |
| 10Y | +191.3% | +1,580.3% | -1,389.0% | +23.4% |
| All | +191.3% | +1,551.2% | -1,359.9% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 10y: compounded portfolio wealth divided by compounded LLY 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…
10y analysis · Full analysis span regression · 6 months rolling