+53.4%
XOM vs LLY
+100.5%
-47.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +0.8% |
| 7D | -2.4% | -3.1% | +0.7% | -2.3% |
| 30D | +5.7% | -5.1% | +10.7% | +5.7% |
| 3M | +6.6% | -2.1% | +8.6% | +6.6% |
| 6M | +7.7% | +13.8% | -6.2% | +7.8% |
| YTD | +36.2% | +5.1% | +31.1% | +36.5% |
| 1Y | +50.5% | +53.1% | -2.6% | +49.0% |
| 3Y | +53.4% | +95.6% | -42.3% | +49.5% |
| All | +53.4% | +100.5% | -47.1% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling