+42.2%
LLY vs XLF
+11.3%
+30.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +6.7% | +2.7% | +4.1% | +5.7% |
| 30D | +19.6% | +7.6% | +11.9% | +17.1% |
| 3M | +19.7% | +1.1% | +18.6% | +19.0% |
| 6M | +42.7% | +15.9% | +26.8% | +37.3% |
| YTD | +35.1% | +8.4% | +26.7% | +30.2% |
| 1Y | +42.2% | +12.5% | +29.7% | +33.7% |
| All | +42.2% | +11.3% | +30.9% | +33.7% |
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 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