+1,549.9%
LLY vs XLK
+807.8%
+742.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -8.4% | -0.6% | -7.8% | -8.4% |
| 3M | -3.8% | +2.6% | -6.3% | -5.6% |
| 6M | +11.9% | +34.0% | -22.0% | -2.2% |
| YTD | +4.3% | +30.7% | -26.4% | -8.2% |
| 1Y | +48.5% | +39.2% | +9.3% | +26.8% |
| 3Y | +91.2% | +120.4% | -29.2% | +31.6% |
| 5Y | +387.5% | +148.8% | +238.7% | +210.4% |
| All | +1,549.9% | +807.8% | +742.1% | +435.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling