+1,610.3%
LLY vs XLB
+161.2%
+1,449.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | -2.1% | -1.4% | -0.8% | -1.6% |
| 30D | -1.6% | -0.4% | -1.2% | -1.5% |
| 3M | +2.3% | +2.0% | +0.3% | +1.2% |
| 6M | +14.9% | +1.8% | +13.1% | +13.7% |
| YTD | +7.5% | +16.6% | -9.1% | +0.3% |
| 1Y | +55.7% | +16.9% | +38.7% | +44.9% |
| 3Y | +110.6% | +32.6% | +78.1% | +84.8% |
| 5Y | +363.4% | +35.6% | +327.8% | +296.7% |
| All | +1,610.3% | +161.2% | +1,449.1% | +912.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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