+57.3%
LLY vs XLF
+15.8%
+41.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -0.5% |
| 7D | +10.1% | +5.5% | +4.6% | +8.2% |
| 30D | +24.0% | +9.9% | +14.2% | +20.7% |
| 3M | +27.3% | +2.6% | +24.6% | +25.9% |
| 6M | +47.0% | +15.6% | +31.4% | +41.1% |
| YTD | +32.6% | +9.4% | +23.2% | +27.8% |
| 1Y | +57.3% | +14.7% | +42.6% | +47.6% |
| All | +57.3% | +15.8% | +41.6% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling