+372.0%
LLY vs XHB
+37.5%
+334.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.1% |
| 7D | -2.1% | -1.3% | -0.9% | -1.9% |
| 30D | -1.6% | -6.9% | +5.3% | -0.1% |
| 3M | +2.3% | -1.3% | +3.5% | +2.2% |
| 6M | +14.9% | -6.8% | +21.7% | +16.2% |
| YTD | +7.5% | +0.7% | +6.7% | +6.5% |
| 1Y | +55.7% | -11.2% | +66.9% | +58.8% |
| 3Y | +110.6% | +25.3% | +85.3% | +94.7% |
| All | +372.0% | +37.5% | +334.5% | +320.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling