+3,160.8%
LLY vs XLB
+818.2%
+2,342.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -4.5% | -1.5% | -3.0% | -3.9% |
| 30D | +13.9% | +6.1% | +7.8% | +11.3% |
| 3M | +13.8% | 0.0% | +13.7% | +13.7% |
| 6M | +37.6% | 0.0% | +37.7% | +37.2% |
| YTD | +26.6% | +16.0% | +10.6% | +18.9% |
| 1Y | +45.3% | +24.7% | +20.6% | +32.6% |
| 3Y | +132.2% | +40.4% | +91.9% | +100.8% |
| 5Y | +434.7% | +30.7% | +404.0% | +369.4% |
| 10Y | +2,084.3% | +173.3% | +1,911.0% | +1,285.0% |
| All | +3,160.8% | +818.2% | +2,342.6% | +1,222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling