+2,053.0%
LLY vs XLF
+219.7%
+1,833.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +4.6% | +1.2% | +3.3% | +4.1% |
| 30D | +22.4% | +6.2% | +16.2% | +19.6% |
| 3M | +17.1% | +0.9% | +16.3% | +16.7% |
| 6M | +44.6% | +13.6% | +31.0% | +37.4% |
| YTD | +33.5% | +7.6% | +25.9% | +29.3% |
| 1Y | +41.1% | +10.2% | +30.9% | +35.4% |
| 3Y | +143.8% | +79.8% | +63.9% | +93.3% |
| 5Y | +473.4% | +58.0% | +415.4% | +372.3% |
| All | +2,053.0% | +219.7% | +1,833.3% | +1,338.2% |
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