+1,994.0%
LLY vs XHB
+257.8%
+1,736.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.7% | +3.3% |
| 7D | +0.1% | +1.3% | -1.3% | -0.3% |
| 30D | +19.7% | +11.8% | +7.9% | +16.2% |
| 3M | +19.3% | -3.8% | +23.1% | +20.3% |
| 6M | +49.3% | +4.1% | +45.2% | +46.9% |
| YTD | +32.0% | +4.0% | +28.1% | +29.5% |
| 1Y | +53.7% | +1.6% | +52.1% | +51.7% |
| 3Y | +143.7% | +43.2% | +100.6% | +114.8% |
| 5Y | +463.9% | +35.8% | +428.1% | +395.3% |
| All | +1,994.0% | +257.8% | +1,736.1% | +1,341.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling