+2,080.1%
LLY vs XLK
+706.5%
+1,373.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.0% |
| 7D | +6.7% | +3.4% | +3.4% | +5.5% |
| 30D | +19.6% | -10.6% | +30.1% | +23.9% |
| 3M | +19.7% | -10.6% | +30.3% | +23.8% |
| 6M | +42.7% | -3.5% | +46.2% | +41.6% |
| YTD | +35.1% | +18.7% | +16.4% | +22.4% |
| 1Y | +42.2% | +19.4% | +22.7% | +28.3% |
| 3Y | +140.8% | +94.5% | +46.3% | +72.9% |
| 5Y | +480.6% | +111.2% | +369.4% | +294.4% |
| All | +2,080.1% | +706.5% | +1,373.6% | +619.1% |
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 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