+483.3%
LLY vs XLB
+28.0%
+455.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +6.7% | +0.5% | +6.2% | +6.5% |
| 30D | +19.6% | +5.2% | +14.4% | +17.4% |
| 3M | +19.7% | +0.3% | +19.4% | +19.6% |
| 6M | +42.7% | +1.2% | +41.6% | +41.8% |
| YTD | +35.1% | +16.6% | +18.5% | +27.2% |
| 1Y | +42.2% | +21.4% | +20.7% | +31.7% |
| 3Y | +140.8% | +43.2% | +97.6% | +109.6% |
| All | +483.3% | +28.0% | +455.3% | +423.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling