+4,398.3%
XOM vs LLY
+22,029.3%
-17,631.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -7.3% | +1.6% | -8.9% | -7.7% |
| 30D | -2.6% | +21.5% | -24.1% | -7.0% |
| 3M | +3.6% | +16.4% | -12.8% | -0.3% |
| 6M | +15.3% | +51.5% | -36.2% | +4.1% |
| YTD | +39.4% | +33.9% | +5.5% | +28.3% |
| 1Y | +43.2% | +49.1% | -6.0% | +28.2% |
| 3Y | +74.9% | +144.6% | -69.7% | +33.5% |
| 5Y | +201.3% | +466.3% | -265.1% | +80.3% |
| 10Y | +188.5% | +2,024.1% | -1,835.7% | +17.7% |
| All | +4,398.3% | +22,029.3% | -17,631.0% | +975.3% |
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