+95.6%
LLY vs XLF
+75.4%
+20.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.6% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -5.1% | -0.5% | -4.6% | -4.8% |
| 3M | -2.1% | +10.6% | -12.7% | -6.8% |
| 6M | +13.8% | +14.3% | -0.4% | +6.5% |
| YTD | +5.1% | +5.5% | -0.4% | +2.1% |
| 1Y | +53.1% | +9.6% | +43.6% | +45.5% |
| 3Y | +95.6% | +75.2% | +20.5% | +42.9% |
| All | +95.6% | +75.4% | +20.3% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling