+49.8%
LLY vs XLK
+37.6%
+12.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.2% |
| 7D | -3.2% | -0.4% | -2.8% | -3.2% |
| 30D | -7.4% | -0.5% | -7.0% | -7.5% |
| 3M | -1.0% | +5.0% | -6.0% | -0.8% |
| 6M | +12.5% | +32.9% | -20.3% | +8.1% |
| YTD | +5.0% | +29.0% | -24.0% | +0.6% |
| 1Y | +49.8% | +37.8% | +11.9% | +37.1% |
| All | +49.8% | +37.6% | +12.2% | +37.1% |
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