+390.2%
LLY vs XLK
+145.5%
+244.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.1% | +2.3% | -5.4% | -3.7% |
| 30D | -8.6% | +0.8% | -9.4% | -8.9% |
| 3M | -1.6% | +4.1% | -5.7% | -3.3% |
| 6M | +11.8% | +34.8% | -22.9% | +0.7% |
| YTD | +5.1% | +30.8% | -25.7% | -4.7% |
| 1Y | +50.7% | +42.4% | +8.4% | +32.4% |
| 3Y | +95.7% | +121.8% | -26.1% | +46.5% |
| 5Y | +390.2% | +146.6% | +243.6% | +249.8% |
| All | +390.2% | +145.5% | +244.7% | +249.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling