+57.3%
LLY vs XLK
+19.7%
+37.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +10.1% | -7.6% | +17.7% | +8.6% |
| 30D | +24.0% | -12.2% | +36.2% | +21.7% |
| 3M | +27.3% | -5.5% | +32.7% | +26.1% |
| 6M | +47.0% | +9.2% | +37.8% | +44.1% |
| YTD | +32.6% | +23.0% | +9.5% | +25.8% |
| 1Y | +57.3% | +20.7% | +36.6% | +49.1% |
| All | +57.3% | +19.7% | +37.7% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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