+57.3%
LLY vs XHB
+5.8%
+51.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | -0.6% |
| 7D | +10.1% | +9.7% | +0.3% | +7.7% |
| 30D | +24.0% | +11.7% | +12.4% | +20.8% |
| 3M | +27.3% | -1.4% | +28.6% | +27.0% |
| 6M | +47.0% | +6.8% | +40.2% | +43.4% |
| YTD | +32.6% | +5.5% | +27.1% | +29.5% |
| 1Y | +57.3% | +5.1% | +52.2% | +54.3% |
| All | +57.3% | +5.8% | +51.6% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling