+2,080.1%
LLY vs XHB
+237.3%
+1,842.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.1% |
| 7D | +6.7% | -0.2% | +7.0% | +6.8% |
| 30D | +19.6% | +9.9% | +9.6% | +16.6% |
| 3M | +19.7% | -6.3% | +26.0% | +21.6% |
| 6M | +42.7% | +3.8% | +38.9% | +40.5% |
| YTD | +35.1% | +0.1% | +35.0% | +33.9% |
| 1Y | +42.2% | -0.8% | +43.0% | +41.2% |
| 3Y | +140.8% | +35.6% | +105.2% | +115.2% |
| 5Y | +480.6% | +29.6% | +451.0% | +416.5% |
| All | +2,080.1% | +237.3% | +1,842.8% | +1,421.4% |
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