+2,667.9%
LLY vs XLF
+419.1%
+2,248.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.1% | 0.0% | -2.1% | -2.2% |
| 30D | -1.6% | +0.2% | -1.8% | -1.7% |
| 3M | +2.3% | +11.7% | -9.4% | -1.9% |
| 6M | +14.9% | +13.8% | +1.1% | +9.4% |
| YTD | +7.5% | +7.0% | +0.5% | +4.5% |
| 1Y | +55.7% | +9.1% | +46.5% | +50.2% |
| 3Y | +110.6% | +75.6% | +35.0% | +70.2% |
| 5Y | +363.4% | +66.4% | +297.0% | +277.4% |
| 10Y | +1,649.0% | +250.3% | +1,398.7% | +946.6% |
| All | +2,667.9% | +419.1% | +2,248.8% | +1,076.8% |
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