+3,349.3%
LLY vs XLF
+422.7%
+2,926.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +1.6% | +1.9% | -0.3% | +0.9% |
| 30D | +21.5% | +6.5% | +15.0% | +18.7% |
| 3M | +16.4% | +1.2% | +15.2% | +15.9% |
| 6M | +51.5% | +14.6% | +36.9% | +43.9% |
| YTD | +33.9% | +7.7% | +26.2% | +29.9% |
| 1Y | +49.1% | +11.8% | +37.3% | +42.7% |
| 3Y | +144.6% | +80.1% | +64.5% | +95.9% |
| 5Y | +466.3% | +59.0% | +407.3% | +369.5% |
| 10Y | +2,024.1% | +224.2% | +1,800.0% | +1,207.4% |
| All | +3,349.3% | +422.7% | +2,926.6% | +1,363.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling