+1,580.3%
LLY vs XLF
+247.0%
+1,333.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -3.1% | -1.0% | -2.1% | -2.7% |
| 30D | -8.6% | -1.3% | -7.3% | -8.1% |
| 3M | -1.6% | +9.1% | -10.8% | -5.1% |
| 6M | +11.8% | +14.4% | -2.5% | +5.9% |
| YTD | +5.1% | +5.1% | 0.0% | +2.8% |
| 1Y | +50.7% | +8.6% | +42.1% | +45.3% |
| 3Y | +95.7% | +74.4% | +21.2% | +56.7% |
| 5Y | +390.2% | +64.4% | +325.8% | +296.2% |
| 10Y | +1,580.3% | +251.6% | +1,328.7% | +813.7% |
| All | +1,580.3% | +247.0% | +1,333.3% | +813.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling