+2,006.3%
LLY vs XLB
+173.6%
+1,832.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.5% |
| 7D | +0.1% | -1.4% | +1.4% | +0.7% |
| 30D | +19.7% | +7.1% | +12.6% | +16.4% |
| 3M | +19.3% | +0.6% | +18.6% | +18.9% |
| 6M | +49.3% | +3.5% | +45.9% | +46.8% |
| YTD | +32.0% | +18.2% | +13.8% | +22.6% |
| 1Y | +53.7% | +25.6% | +28.1% | +39.1% |
| 3Y | +143.7% | +46.7% | +97.1% | +105.4% |
| 5Y | +463.9% | +30.9% | +433.0% | +391.8% |
| 10Y | +2,006.3% | +167.7% | +1,838.6% | +1,229.8% |
| All | +2,006.3% | +173.6% | +1,832.8% | +1,229.8% |
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