+4,543.5%
XOM vs LLY
+21,951.9%
-17,408.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +2.7% | +4.6% | -1.9% | +1.6% |
| 30D | -2.5% | +22.4% | -24.8% | -7.0% |
| 3M | +7.0% | +17.1% | -10.2% | +2.8% |
| 6M | +14.2% | +44.6% | -30.4% | +4.2% |
| YTD | +43.9% | +33.5% | +10.5% | +32.5% |
| 1Y | +47.9% | +41.1% | +6.8% | +34.2% |
| 3Y | +80.6% | +143.8% | -63.2% | +37.9% |
| 5Y | +212.8% | +473.4% | -260.6% | +86.5% |
| 10Y | +202.6% | +2,035.0% | -1,832.4% | +23.3% |
| All | +4,543.5% | +21,951.9% | -17,408.4% | +1,010.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling